-7.2%
TYL vs RBA
+36.9%
-44.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.3% | -4.1% |
| 7D | -3.7% | -2.9% | -0.8% | -2.8% |
| 30D | +18.7% | -12.3% | +31.0% | +23.7% |
| 3M | +18.1% | -20.5% | +38.7% | +26.4% |
| 6M | -1.1% | -18.5% | +17.4% | +4.6% |
| YTD | -19.8% | -18.2% | -1.6% | -14.1% |
| 1Y | -34.3% | -27.5% | -6.8% | -27.6% |
| All | -7.2% | +36.9% | -44.1% | -11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling