+57.0%
RGTI vs TYL
-29.1%
+86.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -2.7% |
| 7D | +2.5% | -8.6% | +11.1% | +7.7% |
| 30D | -13.7% | +7.5% | -21.2% | -18.2% |
| 3M | -22.6% | +10.9% | -33.5% | -30.5% |
| 6M | -13.4% | -6.7% | -6.7% | -13.9% |
| YTD | -31.2% | -24.5% | -6.7% | -20.3% |
| 1Y | -7.6% | -38.6% | +31.0% | +24.6% |
| 3Y | +669.7% | -12.6% | +682.3% | +661.5% |
| 5Y | +57.0% | -28.2% | +85.3% | +67.6% |
| All | +57.0% | -29.1% | +86.2% | +67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling