+234.8%
RCL vs TYL
-25.2%
+260.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | +1.5% |
| 7D | -5.1% | -3.7% | -1.4% | -3.7% |
| 30D | -19.0% | +18.7% | -37.7% | -24.8% |
| 3M | -9.6% | +18.1% | -27.7% | -16.6% |
| 6M | -6.7% | -1.1% | -5.6% | -7.7% |
| YTD | -3.9% | -19.8% | +15.9% | +4.0% |
| 1Y | -25.1% | -34.3% | +9.2% | -9.3% |
| 3Y | +179.1% | -8.2% | +187.3% | +162.5% |
| All | +234.8% | -25.2% | +260.0% | +235.4% |
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