+95.2%
RDDT vs TYL
+0.5%
+94.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | +3.5% | +0.8% | +2.7% | +3.2% |
| 30D | -33.7% | +21.1% | -54.9% | -39.4% |
| 3M | -37.7% | +28.9% | -66.7% | -45.0% |
| 6M | -36.1% | +42.0% | -78.1% | -46.5% |
| YTD | -57.2% | -6.6% | -50.6% | -55.6% |
| 1Y | -48.0% | -9.1% | -39.0% | -45.3% |
| All | +95.2% | +0.5% | +94.7% | +128.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling