-46.7%
RIG vs TYL
+8,526.9%
-8,573.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.3% | +5.0% | +3.0% |
| 7D | -24.5% | +6.7% | -31.2% | -25.1% |
| 30D | -2.8% | +26.5% | -29.3% | -5.5% |
| 3M | +1.6% | +37.3% | -35.7% | -2.2% |
| 6M | -15.9% | +31.2% | -47.0% | -18.9% |
| YTD | +26.9% | -7.4% | +34.2% | +26.4% |
| 1Y | +34.4% | -9.6% | +43.9% | +34.2% |
| 3Y | -21.2% | +1.9% | -23.1% | -22.6% |
| 5Y | +46.4% | -21.1% | +67.5% | +46.8% |
| 10Y | -45.8% | +171.8% | -217.6% | -52.1% |
| All | -46.7% | +8,526.9% | -8,573.6% | -65.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling