+53.1%
RGTI vs TYL
-25.7%
+78.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.7% |
| 7D | -0.1% | -11.5% | +11.4% | +6.8% |
| 30D | -16.2% | +3.9% | -20.1% | -18.9% |
| 3M | -22.0% | +10.8% | -32.8% | -29.9% |
| 6M | -10.8% | -5.3% | -5.5% | -12.6% |
| YTD | -31.6% | -26.1% | -5.5% | -20.1% |
| 1Y | -6.4% | -38.5% | +32.2% | +24.1% |
| 3Y | +665.7% | -14.5% | +680.1% | +671.7% |
| 5Y | +55.6% | -28.9% | +84.5% | +65.9% |
| All | +53.1% | -25.7% | +78.8% | +63.4% |
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