+61.6%
RSP vs TYL
+5.0%
+56.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.7% | -4.6% | -3.1% |
| 7D | -1.4% | +15.1% | -16.5% | -3.4% |
| 30D | +2.1% | +30.1% | -27.9% | -1.7% |
| 3M | -0.9% | +40.4% | -41.3% | -5.9% |
| 6M | +7.5% | +31.3% | -23.8% | +2.9% |
| YTD | +14.6% | -5.2% | +19.8% | +16.9% |
| 1Y | +17.6% | -6.6% | +24.2% | +20.4% |
| All | +61.6% | +5.0% | +56.7% | +62.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling