-21.2%
RIG vs TYL
+2.6%
-23.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.3% | +5.0% | +2.9% |
| 7D | -24.5% | +6.7% | -31.2% | -24.9% |
| 30D | -2.8% | +26.5% | -29.3% | -4.7% |
| 3M | +1.6% | +37.3% | -35.7% | -1.2% |
| 6M | -15.9% | +31.2% | -47.0% | -18.1% |
| YTD | +26.9% | -7.4% | +34.2% | +30.3% |
| 1Y | +34.4% | -9.6% | +43.9% | +38.5% |
| 3Y | -21.2% | +1.9% | -23.1% | -24.2% |
| All | -21.2% | +2.6% | -23.8% | -24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling