+188.8%
TYL vs RBA
+208.8%
-20.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | +0.5% | +0.6% | -0.1% | +0.4% |
| 30D | +25.2% | +9.0% | +16.2% | +22.0% |
| 3M | +31.8% | +7.2% | +24.6% | +28.9% |
| 6M | +36.3% | -7.8% | +44.0% | +38.6% |
| YTD | -6.3% | -6.4% | +0.1% | -4.9% |
| 1Y | -9.5% | -4.2% | -5.3% | -8.7% |
| 3Y | +1.6% | +64.1% | -62.4% | -12.5% |
| 5Y | -21.8% | +48.4% | -70.2% | -32.5% |
| All | +188.8% | +208.8% | -20.0% | +94.7% |
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