+70,808.4%
ROST vs TYL
+12,593.6%
+58,214.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.6% |
| 3M | -0.8% | +18.1% | -19.0% | -2.7% |
| 6M | +8.5% | -1.1% | +9.6% | +8.1% |
| YTD | +28.6% | -19.8% | +48.4% | +30.5% |
| 1Y | +52.3% | -34.3% | +86.7% | +57.7% |
| 3Y | +94.8% | -8.2% | +103.1% | +94.0% |
| 5Y | +110.8% | -25.4% | +136.2% | +113.3% |
| 10Y | +304.5% | +115.6% | +189.0% | +270.6% |
| All | +70,808.4% | +12,593.6% | +58,214.8% | +44,366.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling