+278.0%
RTX vs TYL
+116.1%
+161.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.4% | +0.3% |
| 7D | -5.2% | -3.7% | -1.5% | -4.4% |
| 30D | -9.4% | +18.7% | -28.1% | -13.1% |
| 3M | +12.3% | +18.1% | -5.8% | +7.4% |
| 6M | -3.1% | -1.1% | -2.0% | -3.7% |
| YTD | +10.7% | -19.8% | +30.5% | +15.2% |
| 1Y | +28.4% | -34.3% | +62.7% | +41.1% |
| 3Y | +147.1% | -8.2% | +155.3% | +141.9% |
| 5Y | +167.2% | -25.4% | +192.7% | +171.9% |
| All | +278.0% | +116.1% | +161.8% | +168.5% |
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