+5,453.2%
TYL vs RBA
+4,058.7%
+1,394.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | +15.1% | +7.3% | +7.8% | +13.0% |
| 30D | +30.1% | +16.9% | +13.1% | +24.8% |
| 3M | +40.4% | -0.5% | +40.9% | +40.3% |
| 6M | +31.3% | -10.4% | +41.7% | +34.3% |
| YTD | -5.2% | -7.2% | +2.0% | -3.7% |
| 1Y | -6.6% | -2.2% | -4.4% | -6.5% |
| 3Y | +3.4% | +43.7% | -40.3% | -7.3% |
| 5Y | -19.3% | +38.7% | -57.9% | -28.2% |
| 10Y | +178.1% | +231.7% | -53.6% | +91.5% |
| All | +5,453.2% | +4,058.7% | +1,394.4% | +1,612.5% |
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 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