-1.8%
RSG vs TYL
-39.5%
+37.7%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.7% |
| 7D | 0.0% | -8.6% | +8.6% | +1.7% |
| 30D | +3.7% | +7.5% | -3.9% | +2.1% |
| 3M | +6.2% | +10.9% | -4.8% | +3.7% |
| 6M | -2.8% | -6.7% | +3.9% | -2.3% |
| YTD | +5.9% | -24.5% | +30.4% | +12.7% |
| 1Y | -1.8% | -38.6% | +36.9% | +11.9% |
| All | -1.8% | -39.5% | +37.7% | +11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling