+546.0%
RMBS vs TYL
+106.7%
+439.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.5% | +6.1% | +3.4% |
| 7D | +3.0% | -7.6% | +10.6% | +5.9% |
| 30D | -14.4% | +11.3% | -25.7% | -18.6% |
| 3M | -42.8% | +14.5% | -57.3% | -47.5% |
| 6M | -1.4% | -7.1% | +5.8% | -2.2% |
| YTD | -5.4% | -23.4% | +17.9% | +2.2% |
| 1Y | +18.6% | -38.6% | +57.1% | +42.3% |
| 3Y | +57.3% | -11.3% | +68.6% | +52.1% |
| 5Y | +265.7% | -28.0% | +293.7% | +285.3% |
| 10Y | +546.0% | +104.9% | +441.2% | +314.6% |
| All | +546.0% | +106.7% | +439.4% | +314.6% |
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