+168.8%
TYL vs RGEN
+508.6%
-339.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.7% | -1.3% |
| 7D | +3.5% | +3.5% | +0.1% | +2.6% |
| 30D | +26.9% | +2.9% | +24.0% | +25.5% |
| 3M | +33.8% | +9.2% | +24.7% | +29.6% |
| 6M | +28.8% | +44.9% | -16.1% | +15.5% |
| YTD | -7.9% | +9.2% | -17.1% | -11.9% |
| 1Y | -9.8% | +25.3% | -35.1% | -16.8% |
| 3Y | +1.2% | +21.7% | -20.6% | -12.0% |
| 5Y | -22.8% | -34.5% | +11.7% | -24.7% |
| 10Y | +168.8% | +478.9% | -310.1% | +58.2% |
| All | +168.8% | +508.6% | -339.8% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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