+140.2%
RTX vs TYL
-22.8%
+163.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.6% | +4.1% | +3.7% |
| 7D | -3.2% | +3.5% | -6.7% | -3.7% |
| 30D | +5.6% | +26.9% | -21.3% | +2.0% |
| 3M | -11.7% | +33.8% | -45.5% | -15.5% |
| 6M | +12.3% | +28.8% | -16.5% | +7.6% |
| YTD | +8.2% | -7.9% | +16.1% | +9.5% |
| 1Y | +12.6% | -9.8% | +22.3% | +14.3% |
| 3Y | +152.8% | +1.2% | +151.6% | +148.0% |
| 5Y | +140.2% | -22.8% | +163.0% | +145.3% |
| All | +140.2% | -22.8% | +163.0% | +145.3% |
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