+338.4%
RMD vs TYL
+169.5%
+168.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.0% |
| 7D | +3.1% | +4.3% | -1.2% | +1.5% |
| 30D | +1.8% | +28.0% | -26.2% | -7.7% |
| 3M | +6.7% | +32.3% | -25.6% | -4.8% |
| 6M | +13.9% | +29.9% | -16.0% | +1.6% |
| YTD | -2.0% | -7.1% | +5.1% | -1.7% |
| 1Y | -5.4% | -9.2% | +3.8% | -4.2% |
| 3Y | +67.4% | +0.7% | +66.7% | +56.1% |
| 5Y | -5.7% | -21.1% | +15.3% | -4.4% |
| 10Y | +338.4% | +180.8% | +157.6% | +155.5% |
| All | +338.4% | +169.5% | +168.8% | +155.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling