+9,806.7%
RTX vs TYL
+14,906.9%
-5,100.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.0% | -3.5% |
| 7D | -3.8% | +15.1% | -18.9% | -5.0% |
| 30D | +4.7% | +30.1% | -25.4% | +2.1% |
| 3M | -13.4% | +40.4% | -53.8% | -16.2% |
| 6M | +11.8% | +31.3% | -19.5% | +8.7% |
| YTD | +5.8% | -5.2% | +11.0% | +5.3% |
| 1Y | +11.9% | -6.6% | +18.5% | +11.6% |
| 3Y | +146.3% | +3.4% | +142.9% | +142.4% |
| 5Y | +134.3% | -19.3% | +153.6% | +133.8% |
| 10Y | +277.9% | +178.1% | +99.8% | +238.6% |
| All | +9,806.7% | +14,906.9% | -5,100.2% | +6,176.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling