-19.3%
RMD vs TYL
-25.2%
+5.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.7% | +0.9% |
| 7D | -5.0% | -3.7% | -1.3% | -3.9% |
| 30D | +2.2% | +18.7% | -16.5% | -3.2% |
| 3M | +17.8% | +18.1% | -0.3% | +11.6% |
| 6M | -11.3% | -1.1% | -10.2% | -11.9% |
| YTD | -4.4% | -19.8% | +15.4% | +0.6% |
| 1Y | -15.7% | -34.3% | +18.6% | -5.5% |
| 3Y | +47.7% | -8.2% | +56.0% | +42.6% |
| All | -19.3% | -25.2% | +5.9% | -18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling