+381.4%
RIO vs TYL
+174.6%
+206.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.7% | +3.3% |
| 7D | +4.4% | +3.5% | +0.9% | +3.8% |
| 30D | -8.9% | +26.9% | -35.7% | -12.8% |
| 3M | -12.7% | +33.8% | -46.5% | -17.6% |
| 6M | -16.2% | +28.8% | -45.1% | -20.9% |
| YTD | +13.4% | -7.9% | +21.3% | +14.4% |
| 1Y | +30.9% | -9.8% | +40.7% | +32.6% |
| 3Y | +60.2% | +1.2% | +59.0% | +54.5% |
| 5Y | +98.9% | -22.8% | +121.7% | +101.6% |
| 10Y | +381.4% | +168.8% | +212.6% | +246.3% |
| All | +381.4% | +174.6% | +206.9% | +246.3% |
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