+269.1%
RCL vs TYL
+5.0%
+264.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.7% | -4.8% | -3.3% |
| 7D | +3.9% | +15.1% | -11.2% | +2.3% |
| 30D | +11.8% | +30.1% | -18.3% | +8.4% |
| 3M | -0.8% | +40.4% | -41.2% | -5.1% |
| 6M | +23.6% | +31.3% | -7.7% | +19.3% |
| YTD | +17.6% | -5.2% | +22.8% | +21.7% |
| 1Y | +28.3% | -6.6% | +34.9% | +33.4% |
| All | +269.1% | +5.0% | +264.2% | +303.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling