-45.0%
RIG vs TYL
+106.7%
-151.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.5% | +2.9% | -0.3% |
| 7D | -2.7% | -7.6% | +4.9% | -0.6% |
| 30D | +9.5% | +11.3% | -1.8% | +6.2% |
| 3M | -6.6% | +14.5% | -21.1% | -11.0% |
| 6M | -2.9% | -7.1% | +4.3% | -1.9% |
| YTD | +39.5% | -23.4% | +62.8% | +47.9% |
| 1Y | +82.3% | -38.6% | +120.8% | +107.1% |
| 3Y | -29.6% | -11.3% | -18.3% | -30.8% |
| 5Y | +63.2% | -28.0% | +91.1% | +65.6% |
| 10Y | -45.0% | +104.9% | -149.8% | -56.8% |
| All | -45.0% | +106.7% | -151.6% | -56.8% |
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