+42,172.8%
RMD vs TYL
+12,393.6%
+29,779.1%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | +3.1% | +4.3% | -1.2% | +2.7% |
| 30D | +1.8% | +28.0% | -26.2% | -0.8% |
| 3M | +6.7% | +32.3% | -25.6% | +3.6% |
| 6M | +13.9% | +29.9% | -16.0% | +10.6% |
| YTD | -2.0% | -7.1% | +5.1% | -1.9% |
| 1Y | -5.4% | -9.2% | +3.8% | -5.1% |
| 3Y | +67.4% | +0.7% | +66.7% | +65.5% |
| 5Y | -5.7% | -21.1% | +15.3% | -5.2% |
| 10Y | +338.4% | +180.8% | +157.6% | +298.6% |
| All | +42,172.8% | +12,393.6% | +29,779.1% | +33,106.5% |
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 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