+4,597.2%
TYL vs RBA
+3,565.6%
+1,031.6%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +22.7% |
| 3M | +18.1% | -20.5% | +38.7% | +24.8% |
| 6M | -1.1% | -18.5% | +17.4% | +3.5% |
| YTD | -19.8% | -18.2% | -1.6% | -15.8% |
| 1Y | -34.3% | -27.5% | -6.8% | -29.0% |
| 3Y | -8.2% | +38.1% | -46.3% | -16.7% |
| 5Y | -25.4% | +44.8% | -70.2% | -34.3% |
| 10Y | +115.6% | +187.1% | -71.5% | +54.1% |
| All | +4,597.2% | +3,565.6% | +1,031.6% | +1,397.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling