+41,132.7%
RMD vs TYL
+10,686.1%
+30,446.6%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.7% | 0.0% |
| 7D | -5.0% | -3.7% | -1.3% | -4.6% |
| 30D | +2.2% | +18.7% | -16.5% | +0.4% |
| 3M | +17.8% | +18.1% | -0.3% | +15.8% |
| 6M | -11.3% | -1.1% | -10.2% | -11.5% |
| YTD | -4.4% | -19.8% | +15.4% | -2.8% |
| 1Y | -15.7% | -34.3% | +18.6% | -12.6% |
| 3Y | +47.7% | -8.2% | +56.0% | +47.6% |
| 5Y | -19.2% | -25.4% | +6.2% | -18.1% |
| 10Y | +280.4% | +115.6% | +164.8% | +254.2% |
| All | +41,132.7% | +10,686.1% | +30,446.6% | +32,812.5% |
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