+206.2%
RDDT vs TYL
-13.8%
+220.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | +0.8% |
| 7D | +1.0% | -3.7% | +4.6% | +2.6% |
| 30D | -0.5% | +18.7% | -19.3% | -8.6% |
| 3M | -16.0% | +18.1% | -34.1% | -22.9% |
| 6M | +4.9% | -1.1% | +6.0% | +4.7% |
| YTD | -32.8% | -19.8% | -13.0% | -25.0% |
| 1Y | -33.5% | -34.3% | +0.9% | -16.3% |
| All | +206.2% | -13.8% | +220.0% | +285.5% |
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