+1,120.4%
RSP vs TYL
+10,795.4%
-9,675.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.7% | -4.6% | -3.4% |
| 7D | -1.4% | +15.1% | -16.5% | -5.8% |
| 30D | +2.1% | +30.1% | -27.9% | -6.2% |
| 3M | -0.9% | +40.4% | -41.3% | -11.5% |
| 6M | +7.5% | +31.3% | -23.8% | -2.9% |
| YTD | +14.6% | -5.2% | +19.8% | +13.2% |
| 1Y | +17.6% | -6.6% | +24.2% | +16.7% |
| 3Y | +60.8% | +3.4% | +57.4% | +51.6% |
| 5Y | +46.1% | -19.3% | +65.4% | +45.6% |
| 10Y | +221.4% | +178.1% | +43.3% | +106.8% |
| All | +1,120.4% | +10,795.4% | -9,675.1% | +176.3% |
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 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