+592.6%
RVMD vs TYL
+24.8%
+567.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.6% | +4.7% | +4.3% |
| 7D | +6.4% | +3.5% | +2.8% | +4.7% |
| 30D | +5.5% | +26.9% | -21.4% | -4.8% |
| 3M | -2.4% | +33.8% | -36.3% | -14.4% |
| 6M | +41.1% | +28.8% | +12.3% | +23.9% |
| YTD | +151.3% | -7.9% | +159.2% | +153.4% |
| 1Y | +228.1% | -9.8% | +237.8% | +233.8% |
| 3Y | +899.8% | +1.2% | +898.6% | +816.5% |
| 5Y | +514.0% | -22.8% | +536.8% | +525.7% |
| All | +592.6% | +24.8% | +567.8% | +520.2% |
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