+213.4%
RSP vs TYL
+168.7%
+44.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.3% |
| 7D | -1.0% | +6.7% | -7.7% | -2.9% |
| 30D | +2.6% | +26.5% | -24.0% | -4.5% |
| 3M | -0.8% | +37.3% | -38.1% | -10.2% |
| 6M | +6.3% | +31.2% | -24.9% | -3.4% |
| YTD | +14.1% | -7.4% | +21.5% | +14.7% |
| 1Y | +18.0% | -9.6% | +27.6% | +19.4% |
| 3Y | +61.0% | +1.9% | +59.1% | +52.9% |
| 5Y | +45.6% | -21.1% | +66.7% | +46.8% |
| All | +213.4% | +168.7% | +44.7% | +110.3% |
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