+27.0%
RIO vs TYL
-9.6%
+36.5%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +0.3% |
| 7D | +2.2% | +6.7% | -4.4% | +3.3% |
| 30D | -10.1% | +26.5% | -36.7% | -6.7% |
| 3M | -14.1% | +37.3% | -51.4% | -9.6% |
| 6M | -18.9% | +31.2% | -50.1% | -14.6% |
| YTD | +9.9% | -7.4% | +17.3% | +13.3% |
| 1Y | +27.0% | -9.6% | +36.5% | +30.9% |
| All | +27.0% | -9.6% | +36.5% | +30.9% |
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 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