-86.4%
RIVN vs TYL
-22.0%
-64.4%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.8% |
| 7D | +3.1% | +4.3% | -1.2% | -0.1% |
| 30D | -1.9% | +28.0% | -29.8% | -18.4% |
| 3M | -16.4% | +32.3% | -48.7% | -33.1% |
| 6M | -3.7% | +29.9% | -33.6% | -24.3% |
| YTD | -30.5% | -7.1% | -23.4% | -29.7% |
| 1Y | -16.5% | -9.2% | -7.3% | -13.9% |
| 3Y | -11.0% | +0.7% | -11.7% | -26.3% |
| 5Y | -86.4% | -21.1% | -65.3% | -82.6% |
| All | -86.4% | -22.0% | -64.4% | -82.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling