+245.3%
RCL vs TYL
-20.5%
+265.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.7% | -4.8% | -3.8% |
| 7D | +3.9% | +15.1% | -11.2% | -1.7% |
| 30D | +11.8% | +30.1% | -18.3% | +0.5% |
| 3M | -0.8% | +40.4% | -41.2% | -14.4% |
| 6M | +23.6% | +31.3% | -7.7% | +8.3% |
| YTD | +17.6% | -5.2% | +22.8% | +18.7% |
| 1Y | +28.3% | -6.6% | +34.9% | +30.6% |
| 3Y | +261.4% | +3.4% | +258.1% | +227.2% |
| 5Y | +245.3% | -19.3% | +264.6% | +241.9% |
| All | +245.3% | -20.5% | +265.9% | +241.9% |
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