+11.2%
RBRK vs TYL
-39.1%
+50.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.7% |
| 7D | -7.5% | -7.5% | 0.0% | -3.9% |
| 30D | -10.4% | +6.0% | -16.4% | -13.2% |
| 3M | +21.3% | +13.9% | +7.3% | +11.7% |
| 6M | +50.6% | -3.3% | +54.0% | +51.4% |
| YTD | +13.3% | -25.8% | +39.1% | +31.0% |
| 1Y | +11.2% | -39.2% | +50.5% | +44.1% |
| All | +11.2% | -39.1% | +50.3% | +44.1% |
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 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