-16.9%
RMBS vs TYL
-9.8%
-7.1%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.6% |
| 7D | +21.9% | -1.6% | +23.5% | +21.2% |
| 30D | -13.4% | +22.1% | -35.6% | -6.3% |
| 3M | -15.9% | +33.4% | -49.2% | -5.8% |
| 6M | -34.8% | +36.8% | -71.6% | -25.6% |
| YTD | -7.5% | -6.7% | -0.8% | -0.1% |
| 1Y | -16.9% | -9.2% | -7.6% | -11.1% |
| All | -16.9% | -9.8% | -7.1% | -11.1% |
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