+83.4%
RIG vs TYL
-38.6%
+122.0%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.5% | +2.9% | -1.8% |
| 7D | -2.7% | -7.6% | +4.9% | -3.2% |
| 30D | +9.5% | +11.3% | -1.8% | +10.6% |
| 3M | -6.6% | +14.5% | -21.1% | -5.3% |
| 6M | -2.9% | -7.1% | +4.3% | -3.0% |
| YTD | +39.5% | -23.4% | +62.8% | +30.9% |
| All | +83.4% | -38.6% | +122.0% | +50.4% |
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