+116.6%
TYL vs RBA
+187.5%
-70.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.3% | -4.1% |
| 7D | -3.7% | -2.9% | -0.8% | -2.9% |
| 30D | +18.7% | -12.3% | +31.0% | +23.1% |
| 3M | +18.1% | -20.5% | +38.7% | +25.5% |
| 6M | -1.1% | -18.5% | +17.4% | +4.0% |
| YTD | -19.8% | -18.2% | -1.6% | -15.3% |
| 1Y | -34.3% | -27.5% | -6.8% | -28.4% |
| 3Y | -8.2% | +38.1% | -46.3% | -16.9% |
| 5Y | -25.4% | +44.8% | -70.2% | -34.8% |
| All | +116.6% | +187.5% | -70.9% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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