+6,084.9%
RIO vs TYL
+9,294.3%
-3,209.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.0% | +4.4% | +0.8% |
| 7D | 0.0% | -3.7% | +3.7% | +0.3% |
| 30D | +4.0% | +18.7% | -14.8% | +2.1% |
| 3M | +0.1% | +18.1% | -18.0% | -1.9% |
| 6M | +12.7% | -1.1% | +13.8% | +12.2% |
| YTD | +35.6% | -19.8% | +55.4% | +37.3% |
| 1Y | +73.7% | -34.3% | +108.0% | +79.4% |
| 3Y | +93.3% | -8.2% | +101.5% | +92.0% |
| 5Y | +92.4% | -25.4% | +117.9% | +93.5% |
| 10Y | +606.9% | +115.6% | +491.4% | +537.3% |
| All | +6,084.9% | +9,294.3% | -3,209.5% | +4,224.7% |
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