+63.9%
RBRK vs TYL
-10.1%
+74.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.7% | -2.6% | +0.1% |
| 7D | -12.5% | +17.3% | -29.8% | -18.8% |
| 30D | -3.0% | +28.9% | -31.9% | -14.5% |
| 3M | +46.9% | +35.1% | +11.9% | +26.4% |
| 6M | +105.4% | +29.3% | +76.1% | +79.1% |
| YTD | +55.6% | -6.8% | +62.4% | +59.9% |
| 1Y | +63.9% | -9.9% | +73.8% | +70.0% |
| All | +63.9% | -10.1% | +74.0% | +70.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling