-87.9%
RIVN vs TYL
-21.6%
-66.3%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.1% | -5.0% | -4.9% |
| 7D | -10.5% | +0.8% | -11.3% | -11.1% |
| 30D | -5.9% | +21.1% | -27.1% | -18.4% |
| 3M | -23.0% | +28.9% | -51.9% | -37.1% |
| 6M | -14.6% | +42.0% | -56.7% | -37.5% |
| YTD | -38.2% | -6.6% | -31.6% | -37.8% |
| 1Y | -25.7% | -9.1% | -16.6% | -23.5% |
| 3Y | -24.8% | +1.8% | -26.6% | -38.3% |
| 5Y | -90.6% | -22.9% | -67.7% | -87.5% |
| All | -87.9% | -21.6% | -66.3% | -84.6% |
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