+147.6%
RBRK vs TYL
-22.0%
+169.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.5% | +2.3% | +0.3% |
| 7D | +3.7% | -7.6% | +11.3% | +8.2% |
| 30D | +1.7% | +11.3% | -9.6% | -4.5% |
| 3M | +27.7% | +14.5% | +13.2% | +16.3% |
| 6M | +60.3% | -7.1% | +67.4% | +65.4% |
| YTD | +19.8% | -23.4% | +43.2% | +39.6% |
| 1Y | -4.2% | -38.6% | +34.4% | +29.3% |
| All | +147.6% | -22.0% | +169.6% | +199.8% |
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 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