+2,236.3%
RSG vs TYL
+4,013.8%
-1,777.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | +2.0% | +4.3% | -2.4% | +1.4% |
| 30D | +14.2% | +28.0% | -13.8% | +10.9% |
| 3M | +15.8% | +32.3% | -16.6% | +11.9% |
| 6M | +24.6% | +29.9% | -5.3% | +20.4% |
| YTD | +18.2% | -7.1% | +25.4% | +18.3% |
| 1Y | +22.8% | -9.2% | +32.0% | +23.2% |
| 3Y | +62.4% | +0.7% | +61.7% | +60.1% |
| 5Y | +96.0% | -21.1% | +117.1% | +96.5% |
| 10Y | +448.5% | +180.8% | +267.7% | +377.4% |
| All | +2,236.3% | +4,013.8% | -1,777.4% | +1,381.9% |
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 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