+617.4%
RVMD vs TYL
+3.8%
+613.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.5% | +3.2% | +0.6% |
| 7D | -1.2% | -7.6% | +6.4% | +2.0% |
| 30D | +1.1% | +11.3% | -10.3% | -3.8% |
| 3M | +39.6% | +14.5% | +25.1% | +29.7% |
| 6M | +110.7% | -7.1% | +117.8% | +113.4% |
| YTD | +160.3% | -23.4% | +183.7% | +185.1% |
| 1Y | +404.9% | -38.6% | +443.5% | +517.5% |
| 3Y | +545.5% | -11.3% | +556.8% | +521.7% |
| 5Y | +584.7% | -28.0% | +612.6% | +621.7% |
| All | +617.4% | +3.8% | +613.6% | +597.7% |
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