+1,994.5%
RSG vs TYL
+3,451.5%
-1,457.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +2.9% | -0.6% |
| 7D | +0.3% | -3.7% | +4.0% | +0.7% |
| 30D | +7.6% | +18.7% | -11.2% | +5.4% |
| 3M | +7.4% | +18.1% | -10.7% | +5.2% |
| 6M | -3.3% | -1.1% | -2.1% | -3.5% |
| YTD | +6.0% | -19.8% | +25.8% | +8.0% |
| 1Y | -3.7% | -34.3% | +30.7% | +0.3% |
| 3Y | +59.1% | -8.2% | +67.3% | +58.6% |
| 5Y | +89.0% | -25.4% | +114.4% | +90.9% |
| 10Y | +412.5% | +115.6% | +296.9% | +359.3% |
| All | +1,994.5% | +3,451.5% | -1,457.0% | +1,252.5% |
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