+269.0%
RTX vs TYL
+185.3%
+83.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.3% |
| 7D | +1.4% | +0.5% | +0.9% | +1.3% |
| 30D | +7.8% | +25.2% | -17.3% | +2.3% |
| 3M | -9.8% | +31.8% | -41.6% | -15.7% |
| 6M | +13.5% | +36.3% | -22.7% | +4.6% |
| YTD | +10.9% | -6.3% | +17.2% | +11.1% |
| 1Y | +14.0% | -9.5% | +23.4% | +15.2% |
| 3Y | +159.9% | +1.6% | +158.3% | +149.2% |
| 5Y | +151.7% | -21.8% | +173.4% | +156.9% |
| 10Y | +269.0% | +183.3% | +85.7% | +139.9% |
| All | +269.0% | +185.3% | +83.7% | +139.9% |
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 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