-25.7%
RDW vs TYL
-0.1%
-25.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.8% | -3.8% |
| 7D | +7.2% | +0.8% | +6.4% | +6.8% |
| 30D | -10.3% | +21.1% | -31.4% | -18.5% |
| 3M | -41.4% | +28.9% | -70.4% | -49.0% |
| 6M | -32.5% | +42.0% | -74.6% | -46.6% |
| YTD | +1.7% | -6.6% | +8.3% | +1.8% |
| 1Y | +39.0% | -9.1% | +48.1% | +41.5% |
| 3Y | +214.2% | +1.8% | +212.4% | +200.4% |
| 5Y | -31.3% | -22.9% | -8.4% | -29.0% |
| All | -25.7% | -0.1% | -25.7% | -21.8% |
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