+140.3%
RBRK vs TYL
-24.7%
+165.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +1.3% |
| 7D | -3.5% | -11.5% | +8.0% | +3.2% |
| 30D | -8.3% | +3.9% | -12.2% | -10.5% |
| 3M | +24.7% | +10.8% | +13.9% | +15.6% |
| 6M | +58.9% | -5.3% | +64.2% | +61.9% |
| YTD | +16.3% | -26.1% | +42.4% | +38.2% |
| 1Y | +10.1% | -38.5% | +48.7% | +47.5% |
| All | +140.3% | -24.7% | +165.0% | +196.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling