-84.1%
RIVN vs TYL
-36.6%
-47.5%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | +0.1% |
| 7D | +2.5% | -8.6% | +11.1% | +9.2% |
| 30D | -2.3% | +7.5% | -9.9% | -8.2% |
| 3M | +1.7% | +10.9% | -9.2% | -8.2% |
| 6M | +0.9% | -6.7% | +7.6% | +2.1% |
| YTD | -18.8% | -24.5% | +5.7% | -3.5% |
| 1Y | +14.8% | -38.6% | +53.4% | +63.1% |
| 3Y | -30.7% | -12.6% | -18.1% | -37.7% |
| All | -84.1% | -36.6% | -47.5% | -76.1% |
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