-10.0%
TYL vs RGEN
+23.9%
-33.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.7% | -0.9% |
| 7D | +3.5% | +3.5% | +0.1% | +3.0% |
| 30D | +26.9% | +2.9% | +24.0% | +26.0% |
| 3M | +33.8% | +9.2% | +24.7% | +30.1% |
| 6M | +28.8% | +44.9% | -16.1% | +17.2% |
| YTD | -7.9% | +9.2% | -17.1% | -8.7% |
| All | -10.0% | +23.9% | -33.9% | -12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling