+39.7%
RIG vs TYL
-10.1%
+49.8%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +4.7% | -12.3% | -7.3% |
| 7D | -18.8% | +17.3% | -36.0% | -18.0% |
| 30D | -1.1% | +28.9% | -30.0% | +0.2% |
| 3M | +4.4% | +35.1% | -30.7% | +6.2% |
| 6M | -20.8% | +29.3% | -50.1% | -19.3% |
| YTD | +32.0% | -6.8% | +38.7% | +28.2% |
| 1Y | +39.7% | -9.9% | +49.6% | +35.4% |
| All | +39.7% | -10.1% | +49.8% | +35.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling