-4.8%
RMD vs TYL
-9.6%
+4.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.1% |
| 7D | +2.3% | +6.7% | -4.3% | +0.8% |
| 30D | +4.1% | +26.5% | -22.4% | -1.8% |
| 3M | +5.7% | +37.3% | -31.6% | -2.6% |
| 6M | +12.9% | +31.2% | -18.3% | +4.6% |
| YTD | -1.5% | -7.4% | +5.8% | -3.5% |
| 1Y | -4.8% | -9.6% | +4.8% | -5.5% |
| All | -4.8% | -9.6% | +4.8% | -5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling