+448.1%
RSG vs TYL
+174.6%
+273.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | +0.1% |
| 7D | +0.3% | +3.5% | -3.2% | -0.5% |
| 30D | +13.8% | +26.9% | -13.1% | +7.7% |
| 3M | +15.4% | +33.8% | -18.4% | +7.7% |
| 6M | +24.1% | +28.8% | -4.7% | +16.3% |
| YTD | +17.8% | -7.9% | +25.7% | +18.4% |
| 1Y | +21.5% | -9.8% | +31.2% | +22.6% |
| 3Y | +63.3% | +1.2% | +62.1% | +57.8% |
| 5Y | +97.3% | -22.8% | +120.1% | +100.5% |
| 10Y | +448.1% | +168.8% | +279.3% | +306.5% |
| All | +448.1% | +174.6% | +273.6% | +306.5% |
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 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