+169.3%
RTX vs TYL
-25.2%
+194.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.4% | -0.1% |
| 7D | -5.2% | -3.7% | -1.5% | -4.7% |
| 30D | -9.4% | +18.7% | -28.1% | -11.7% |
| 3M | +12.3% | +18.1% | -5.8% | +9.2% |
| 6M | -3.1% | -1.1% | -2.0% | -3.4% |
| YTD | +10.7% | -19.8% | +30.5% | +14.3% |
| 1Y | +28.4% | -34.3% | +62.7% | +38.1% |
| 3Y | +147.1% | -8.2% | +155.3% | +145.1% |
| All | +169.3% | -25.2% | +194.5% | +170.1% |
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