+331.5%
RCL vs TYL
+116.1%
+215.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | +1.5% |
| 7D | -5.1% | -3.7% | -1.4% | -3.6% |
| 30D | -19.0% | +18.7% | -37.7% | -25.0% |
| 3M | -9.6% | +18.1% | -27.7% | -16.9% |
| 6M | -6.7% | -1.1% | -5.6% | -8.1% |
| YTD | -3.9% | -19.8% | +15.9% | +2.6% |
| 1Y | -25.1% | -34.3% | +9.2% | -11.6% |
| 3Y | +179.1% | -8.2% | +187.3% | +167.5% |
| 5Y | +243.3% | -25.4% | +268.7% | +253.0% |
| All | +331.5% | +116.1% | +215.4% | +195.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling