+240.5%
RMBS vs TYL
-23.0%
+263.5%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.2% |
| 7D | +10.3% | +0.8% | +9.5% | +10.1% |
| 30D | -10.7% | +21.1% | -31.8% | -15.3% |
| 3M | -17.2% | +28.9% | -46.1% | -23.6% |
| 6M | -39.0% | +42.0% | -81.0% | -47.2% |
| YTD | -10.5% | -6.6% | -3.9% | -7.8% |
| 1Y | -11.0% | -9.1% | -1.9% | -7.4% |
| 3Y | +31.3% | +1.8% | +29.5% | +24.5% |
| All | +240.5% | -23.0% | +263.5% | +274.2% |
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