+355.6%
RMD vs TYL
+183.6%
+172.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +2.1% | +0.8% | +1.2% | +1.8% |
| 30D | +2.1% | +21.1% | -19.0% | -5.4% |
| 3M | +6.2% | +28.9% | -22.7% | -4.2% |
| 6M | +19.4% | +42.0% | -22.6% | +3.0% |
| YTD | +0.5% | -6.6% | +7.1% | +0.7% |
| 1Y | -3.9% | -9.1% | +5.1% | -2.8% |
| 3Y | +72.5% | +1.8% | +70.7% | +60.2% |
| 5Y | -1.5% | -22.9% | +21.4% | +1.2% |
| All | +355.6% | +183.6% | +172.0% | +164.6% |
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