-9.2%
TYL vs RBA
-5.6%
-3.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.2% |
| 7D | -1.6% | -0.5% | -1.0% | -1.4% |
| 30D | +22.1% | +6.8% | +15.3% | +18.4% |
| 3M | +33.4% | +9.5% | +23.9% | +27.8% |
| 6M | +36.8% | -8.2% | +45.0% | +38.7% |
| YTD | -6.7% | -7.7% | +1.0% | +0.7% |
| 1Y | -9.2% | -6.9% | -2.3% | -2.5% |
| All | -9.2% | -5.6% | -3.7% | -2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling