+168.9%
TYL vs RGEN
+527.2%
-358.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.0% | -5.3% | -3.0% |
| 7D | +6.7% | -1.9% | +8.6% | +7.0% |
| 30D | +26.5% | +3.7% | +22.8% | +24.9% |
| 3M | +37.3% | +8.8% | +28.5% | +33.0% |
| 6M | +31.2% | +38.0% | -6.8% | +19.0% |
| YTD | -7.4% | +5.9% | -13.2% | -10.8% |
| 1Y | -9.6% | +19.7% | -29.2% | -15.7% |
| 3Y | +1.9% | +20.5% | -18.6% | -11.2% |
| 5Y | -21.1% | -35.0% | +13.9% | -23.0% |
| All | +168.9% | +527.2% | -358.3% | +59.0% |
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