+43,111.7%
RMD vs TYL
+12,651.7%
+30,460.0%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.7% |
| 7D | -5.3% | +15.1% | -20.4% | -6.7% |
| 30D | +8.4% | +30.1% | -21.6% | +5.5% |
| 3M | +7.1% | +40.4% | -33.3% | +3.3% |
| 6M | +15.8% | +31.3% | -15.5% | +12.3% |
| YTD | +0.2% | -5.2% | +5.4% | 0.0% |
| 1Y | -1.4% | -6.6% | +5.2% | -1.4% |
| 3Y | +61.3% | +3.4% | +57.9% | +59.1% |
| 5Y | -3.9% | -19.3% | +15.4% | -3.6% |
| 10Y | +365.6% | +178.1% | +187.5% | +323.3% |
| All | +43,111.7% | +12,651.7% | +30,460.0% | +33,773.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling