+348.7%
RMD vs TYL
+174.6%
+174.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | +1.2% | +3.5% | -2.3% | -0.1% |
| 30D | +2.5% | +26.9% | -24.4% | -6.7% |
| 3M | +11.5% | +33.8% | -22.3% | -0.8% |
| 6M | +14.7% | +28.8% | -14.2% | +2.7% |
| YTD | -1.3% | -7.9% | +6.6% | -0.7% |
| 1Y | -5.3% | -9.8% | +4.5% | -3.9% |
| 3Y | +68.8% | +1.2% | +67.6% | +57.0% |
| 5Y | -5.9% | -22.8% | +16.9% | -3.5% |
| 10Y | +348.7% | +168.8% | +179.9% | +167.7% |
| All | +348.7% | +174.6% | +174.1% | +167.7% |
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