-20.1%
RKT vs TYL
-8.8%
-11.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -9.0% | +0.8% | -9.8% | -9.2% |
| 30D | +30.2% | +21.1% | +9.1% | +24.4% |
| 3M | -8.8% | +28.9% | -37.8% | -14.0% |
| 6M | -0.9% | +42.0% | -43.0% | -8.3% |
| YTD | -29.2% | -6.6% | -22.6% | -27.4% |
| 1Y | -20.1% | -9.1% | -11.0% | -16.5% |
| All | -20.1% | -8.8% | -11.2% | -16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling