+306.9%
ROST vs TYL
+168.7%
+138.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.1% |
| 7D | +1.2% | +6.7% | -5.4% | -0.7% |
| 30D | +2.5% | +26.5% | -24.1% | -4.6% |
| 3M | -9.0% | +37.3% | -46.2% | -17.7% |
| 6M | +1.3% | +31.2% | -29.8% | -8.0% |
| YTD | +29.1% | -7.4% | +36.4% | +29.7% |
| 1Y | +45.4% | -9.6% | +55.0% | +47.2% |
| 3Y | +94.9% | +1.9% | +93.0% | +83.5% |
| 5Y | +104.0% | -21.1% | +125.1% | +105.9% |
| All | +306.9% | +168.7% | +138.3% | +169.4% |
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