+132.6%
RTX vs TYL
-21.3%
+153.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.9% |
| 7D | -5.1% | +6.7% | -11.8% | -6.0% |
| 30D | +5.1% | +26.5% | -21.4% | +1.6% |
| 3M | -14.8% | +37.3% | -52.1% | -18.8% |
| 6M | +8.0% | +31.2% | -23.1% | +3.2% |
| YTD | +4.5% | -7.4% | +11.8% | +5.6% |
| 1Y | +9.8% | -9.6% | +19.4% | +11.5% |
| 3Y | +144.2% | +1.9% | +142.3% | +139.3% |
| All | +132.6% | -21.3% | +153.9% | +137.3% |
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