+261.1%
RCL vs TYL
-21.3%
+282.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +2.3% |
| 7D | +6.5% | +6.7% | -0.2% | +3.9% |
| 30D | +15.9% | +26.5% | -10.7% | +5.3% |
| 3M | +2.7% | +37.3% | -34.6% | -10.7% |
| 6M | +15.2% | +31.2% | -15.9% | +0.8% |
| YTD | +19.2% | -7.4% | +26.6% | +21.4% |
| 1Y | +31.6% | -9.6% | +41.2% | +35.9% |
| 3Y | +274.2% | +1.9% | +272.3% | +239.4% |
| All | +261.1% | -21.3% | +282.4% | +268.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling