+211.0%
RSP vs TYL
+183.6%
+27.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +2.4% | +0.8% | +1.5% | +2.1% |
| 30D | +4.3% | +21.1% | -16.8% | -1.7% |
| 3M | -0.3% | +28.9% | -29.2% | -8.1% |
| 6M | +9.8% | +42.0% | -32.2% | -2.6% |
| YTD | +16.8% | -6.6% | +23.4% | +17.1% |
| 1Y | +19.5% | -9.1% | +28.6% | +20.8% |
| 3Y | +65.1% | +1.8% | +63.3% | +56.9% |
| 5Y | +48.7% | -22.9% | +71.6% | +51.4% |
| All | +211.0% | +183.6% | +27.4% | +105.4% |
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