-49.6%
RIG vs TYL
+174.6%
-224.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.8% | -1.2% |
| 7D | -17.0% | +3.5% | -20.5% | -17.9% |
| 30D | -6.2% | +26.9% | -33.1% | -12.3% |
| 3M | -1.7% | +33.8% | -35.6% | -9.8% |
| 6M | -19.2% | +28.8% | -48.1% | -25.8% |
| YTD | +25.2% | -7.9% | +33.1% | +25.6% |
| 1Y | +29.9% | -9.8% | +39.7% | +31.0% |
| 3Y | -21.3% | +1.2% | -22.5% | -25.3% |
| 5Y | +40.5% | -22.8% | +63.3% | +39.9% |
| 10Y | -49.6% | +168.8% | -218.4% | -64.1% |
| All | -49.6% | +174.6% | -224.1% | -64.1% |
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