+18.6%
RMBS vs TYL
-37.9%
+56.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.5% | +6.1% | +0.4% |
| 7D | +3.0% | -7.6% | +10.6% | +0.7% |
| 30D | -14.4% | +11.3% | -25.7% | -11.5% |
| 3M | -42.8% | +14.5% | -57.3% | -39.8% |
| 6M | -1.4% | -7.1% | +5.8% | +6.5% |
| YTD | -5.4% | -23.4% | +17.9% | -5.3% |
| 1Y | +18.6% | -38.6% | +57.1% | +27.8% |
| All | +18.6% | -37.9% | +56.5% | +27.8% |
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