-84.4%
RIVN vs TYL
-32.7%
-51.7%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +2.9% | +1.9% |
| 7D | -2.1% | -3.7% | +1.6% | +0.6% |
| 30D | +1.2% | +18.7% | -17.6% | -11.4% |
| 3M | -13.1% | +18.1% | -31.3% | -25.3% |
| 6M | +5.5% | -1.1% | +6.6% | +2.5% |
| YTD | -20.1% | -19.8% | -0.3% | -9.1% |
| 1Y | +14.9% | -34.3% | +49.2% | +55.3% |
| 3Y | -32.5% | -8.2% | -24.2% | -41.0% |
| All | -84.4% | -32.7% | -51.7% | -77.5% |
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