+233.3%
RDW vs TYL
-12.9%
+246.3%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.5% | -3.2% | -4.3% |
| 7D | +3.6% | -8.6% | +12.2% | +5.8% |
| 30D | -18.4% | +7.5% | -26.0% | -20.6% |
| 3M | -32.1% | +10.9% | -43.0% | -35.5% |
| 6M | +10.9% | -6.7% | +17.6% | +13.6% |
| YTD | +40.8% | -24.5% | +65.3% | +61.3% |
| 1Y | +31.1% | -38.6% | +69.8% | +74.1% |
| All | +233.3% | -12.9% | +246.3% | +296.0% |
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 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