+412.5%
RSG vs TYL
+106.7%
+305.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.0% | +0.5% |
| 7D | -0.7% | -7.6% | +6.9% | +1.0% |
| 30D | +3.3% | +11.3% | -8.0% | +0.7% |
| 3M | +8.5% | +14.5% | -6.0% | +4.8% |
| 6M | -3.5% | -7.1% | +3.6% | -2.6% |
| YTD | +5.5% | -23.4% | +28.9% | +10.6% |
| 1Y | -1.7% | -38.6% | +36.8% | +8.4% |
| 3Y | +56.9% | -11.3% | +68.2% | +56.0% |
| 5Y | +89.4% | -28.0% | +117.4% | +94.3% |
| 10Y | +412.5% | +104.9% | +307.7% | +309.6% |
| All | +412.5% | +106.7% | +305.9% | +309.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling