+53.5%
RGTI vs TYL
-19.4%
+72.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +2.4% |
| 7D | -2.5% | -3.7% | +1.2% | -0.5% |
| 30D | -9.4% | +18.7% | -28.2% | -18.7% |
| 3M | -37.1% | +18.1% | -55.2% | -45.4% |
| 6M | -14.4% | -1.1% | -13.3% | -17.5% |
| YTD | -31.4% | -19.8% | -11.6% | -23.4% |
| 1Y | +0.5% | -34.3% | +34.8% | +28.9% |
| 3Y | +726.1% | -8.2% | +734.3% | +702.7% |
| 5Y | +56.2% | -25.4% | +81.6% | +59.0% |
| All | +53.5% | -19.4% | +72.9% | +56.7% |
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