+967.6%
RMBS vs TYL
+22,202.9%
-21,235.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.6% | +8.9% | +8.4% |
| 7D | -3.9% | +3.5% | -7.4% | -4.7% |
| 30D | -24.9% | +26.9% | -51.8% | -28.8% |
| 3M | -20.5% | +33.8% | -54.3% | -25.9% |
| 6M | -37.5% | +28.8% | -66.4% | -42.3% |
| YTD | -12.1% | -7.9% | -4.3% | -13.5% |
| 1Y | -25.0% | -9.8% | -15.2% | -26.0% |
| 3Y | +36.1% | +1.2% | +34.9% | +30.6% |
| 5Y | +236.1% | -22.8% | +258.9% | +239.0% |
| 10Y | +541.3% | +168.8% | +372.5% | +410.9% |
| All | +967.6% | +22,202.9% | -21,235.3% | +423.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling