+496.2%
RVMD vs TYL
+26.6%
+469.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | -10.4% | +0.8% | -11.2% | -10.7% |
| 30D | -11.0% | +21.1% | -32.1% | -18.1% |
| 3M | -14.7% | +28.9% | -43.6% | -24.0% |
| 6M | +14.9% | +42.0% | -27.1% | -3.3% |
| YTD | +116.3% | -6.6% | +122.9% | +116.9% |
| 1Y | +167.6% | -9.1% | +176.7% | +171.6% |
| 3Y | +776.8% | +1.8% | +774.9% | +702.6% |
| 5Y | +424.8% | -22.9% | +447.7% | +435.0% |
| All | +496.2% | +26.6% | +469.6% | +430.7% |
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