+253.1%
RMBS vs TYL
-25.2%
+278.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.0% | +5.3% | +2.5% |
| 7D | -0.3% | -3.7% | +3.3% | +0.7% |
| 30D | -12.2% | +18.7% | -30.9% | -17.0% |
| 3M | -49.5% | +18.1% | -67.7% | -53.1% |
| 6M | -7.1% | -1.1% | -6.0% | -8.5% |
| YTD | -7.0% | -19.8% | +12.8% | +0.2% |
| 1Y | +13.3% | -34.3% | +47.7% | +34.0% |
| 3Y | +49.2% | -8.2% | +57.5% | +44.4% |
| All | +253.1% | -25.2% | +278.3% | +272.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling