+168.9%
TYL vs RBA
+224.6%
-55.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -1.9% |
| 7D | +6.7% | +4.3% | +2.4% | +5.4% |
| 30D | +26.5% | +16.3% | +10.2% | +21.1% |
| 3M | +37.3% | +1.3% | +36.0% | +36.5% |
| 6M | +31.2% | -11.1% | +42.2% | +34.7% |
| YTD | -7.4% | -8.5% | +1.1% | -5.3% |
| 1Y | -9.6% | -2.1% | -7.4% | -9.3% |
| 3Y | +1.9% | +44.6% | -42.7% | -9.2% |
| 5Y | -21.1% | +36.8% | -57.9% | -30.4% |
| All | +168.9% | +224.6% | -55.7% | +87.0% |
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