+1.7%
RKT vs TYL
-21.3%
+23.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +2.8% |
| 7D | +17.7% | +6.7% | +11.0% | +13.8% |
| 30D | +31.6% | +26.5% | +5.1% | +16.6% |
| 3M | +13.9% | +37.3% | -23.4% | -3.6% |
| 6M | +2.8% | +31.2% | -28.4% | -12.3% |
| YTD | -22.2% | -7.4% | -14.9% | -20.4% |
| 1Y | -3.5% | -9.6% | +6.0% | +0.3% |
| 3Y | +95.3% | +1.9% | +93.4% | +76.8% |
| All | +1.7% | -21.3% | +23.0% | -4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling