-21.1%
TYL vs RACE
+69.7%
-90.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.1% |
| 7D | +4.3% | +0.2% | +4.1% | +4.2% |
| 30D | +28.0% | +6.6% | +21.3% | +25.1% |
| 3M | +32.3% | +2.2% | +30.1% | +31.0% |
| 6M | +29.9% | +22.4% | +7.5% | +20.0% |
| YTD | -7.1% | +13.8% | -20.9% | -13.0% |
| 1Y | -9.2% | +2.2% | -11.4% | -11.1% |
| 3Y | +0.7% | +25.6% | -24.9% | -21.9% |
| 5Y | -21.1% | +71.0% | -92.0% | -52.0% |
| All | -21.1% | +69.7% | -90.7% | -52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 5y: compounded portfolio wealth divided by compounded RACE 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…
5y analysis · Full analysis span regression · 6 months rolling