+2.0%
RDW vs TYL
-20.7%
+22.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.5% |
| 7D | +0.9% | -7.5% | +8.4% | +4.3% |
| 30D | -21.3% | +6.0% | -27.3% | -24.2% |
| 3M | -37.9% | +13.9% | -51.8% | -43.9% |
| 6M | +12.3% | -3.3% | +15.6% | +8.8% |
| YTD | +39.7% | -25.8% | +65.6% | +57.4% |
| 1Y | +25.7% | -39.2% | +64.9% | +59.9% |
| 3Y | +230.8% | -13.2% | +244.0% | +239.0% |
| 5Y | -8.8% | -28.6% | +19.9% | +4.2% |
| All | +2.0% | -20.7% | +22.7% | +21.0% |
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