+565.3%
RVMD vs TYL
+25.5%
+539.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -2.3% | +10.5% | +9.1% |
| 7D | +0.5% | +6.7% | -6.2% | -2.3% |
| 30D | -4.3% | +26.5% | -30.8% | -13.5% |
| 3M | -2.8% | +37.3% | -40.1% | -15.6% |
| 6M | +27.3% | +31.2% | -3.9% | +10.7% |
| YTD | +141.4% | -7.4% | +148.8% | +143.0% |
| 1Y | +213.3% | -9.6% | +222.8% | +218.7% |
| 3Y | +792.7% | +1.9% | +790.8% | +715.9% |
| 5Y | +470.6% | -21.1% | +491.7% | +476.2% |
| All | +565.3% | +25.5% | +539.8% | +494.5% |
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