+96.6%
ROST vs TYL
-8.1%
+104.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | 0.0% |
| 7D | +0.9% | -3.7% | +4.6% | +1.3% |
| 30D | -8.9% | +18.7% | -27.6% | -10.7% |
| 3M | -0.8% | +18.1% | -19.0% | -2.9% |
| 6M | +8.5% | -1.1% | +9.6% | +8.4% |
| YTD | +28.6% | -19.8% | +48.4% | +33.5% |
| 1Y | +52.3% | -34.3% | +86.7% | +65.0% |
| All | +96.6% | -8.1% | +104.7% | +94.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling