+4,963.1%
RIO vs TYL
+10,781.5%
-5,818.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -3.0% | -2.2% |
| 7D | +3.6% | +4.3% | -0.7% | +3.1% |
| 30D | -10.8% | +28.0% | -38.8% | -13.1% |
| 3M | -15.2% | +32.3% | -47.6% | -17.8% |
| 6M | -18.0% | +29.9% | -47.9% | -20.7% |
| YTD | +11.0% | -7.1% | +18.1% | +10.5% |
| 1Y | +26.4% | -9.2% | +35.6% | +26.1% |
| 3Y | +54.4% | +0.7% | +53.6% | +51.7% |
| 5Y | +98.1% | -21.1% | +119.1% | +97.7% |
| 10Y | +358.5% | +180.8% | +177.7% | +302.1% |
| All | +4,963.1% | +10,781.5% | -5,818.4% | +3,381.3% |
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 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