+4,549.4%
RCL vs TYL
+7,367.3%
-2,817.9%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | +0.6% |
| 7D | -5.1% | -3.7% | -1.4% | -4.5% |
| 30D | -19.0% | +18.7% | -37.7% | -21.5% |
| 3M | -9.6% | +18.1% | -27.7% | -12.6% |
| 6M | -6.7% | -1.1% | -5.6% | -7.3% |
| YTD | -3.9% | -19.8% | +15.9% | -1.7% |
| 1Y | -25.1% | -34.3% | +9.2% | -20.6% |
| 3Y | +179.1% | -8.2% | +187.3% | +177.3% |
| 5Y | +243.3% | -25.4% | +268.7% | +254.0% |
| 10Y | +325.8% | +115.6% | +210.2% | +270.2% |
| All | +4,549.4% | +7,367.3% | -2,817.9% | +2,275.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling