-40.5%
RIG vs TYL
+7,367.3%
-7,407.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.0% | +1.2% | -2.4% |
| 7D | +0.9% | -3.7% | +4.5% | +1.3% |
| 30D | +13.8% | +18.7% | -4.9% | +11.7% |
| 3M | -6.4% | +18.1% | -24.5% | -8.5% |
| 6M | -8.2% | -1.1% | -7.0% | -8.5% |
| YTD | +41.6% | -19.8% | +61.5% | +43.8% |
| 1Y | +88.7% | -34.3% | +123.0% | +95.5% |
| 3Y | -30.9% | -8.2% | -22.6% | -31.1% |
| 5Y | +57.7% | -25.4% | +83.1% | +59.6% |
| 10Y | -39.3% | +115.6% | -154.8% | -44.9% |
| All | -40.5% | +7,367.3% | -7,407.8% | -60.9% |
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