+180.7%
TYL vs RGEN
+455.0%
-274.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.6% | +1.5% |
| 7D | +4.3% | -2.4% | +6.7% | +4.8% |
| 30D | +28.0% | +0.1% | +27.9% | +27.4% |
| 3M | +32.3% | +6.6% | +25.7% | +28.8% |
| 6M | +29.9% | +40.9% | -11.0% | +17.2% |
| YTD | -7.1% | +6.2% | -13.3% | -10.6% |
| 1Y | -9.2% | +19.4% | -28.7% | -15.4% |
| 3Y | +0.7% | +17.9% | -17.2% | -11.7% |
| 5Y | -21.1% | -34.0% | +13.0% | -23.2% |
| All | +180.7% | +455.0% | -274.2% | +66.0% |
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