+116.9%
ROST vs TYL
-22.1%
+139.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | +0.9% | -1.6% | +2.4% | +1.3% |
| 30D | +5.1% | +22.1% | -17.0% | -0.1% |
| 3M | -4.3% | +33.4% | -37.6% | -11.3% |
| 6M | +9.4% | +36.8% | -27.4% | -0.1% |
| YTD | +32.5% | -6.7% | +39.2% | +34.3% |
| 1Y | +46.9% | -9.2% | +56.1% | +50.2% |
| 3Y | +98.1% | +1.2% | +96.9% | +88.4% |
| 5Y | +116.9% | -23.0% | +140.0% | +125.4% |
| All | +116.9% | -22.1% | +139.1% | +125.4% |
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 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