-23.1%
TYL vs RGEN
-35.5%
+12.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | +0.8% | -3.3% | +4.1% | +1.5% |
| 30D | +21.1% | -5.8% | +27.0% | +22.2% |
| 3M | +28.9% | +0.2% | +28.7% | +27.3% |
| 6M | +42.0% | +56.8% | -14.7% | +25.3% |
| YTD | -6.6% | +2.4% | -9.0% | -9.2% |
| 1Y | -9.1% | +11.4% | -20.5% | -13.5% |
| 3Y | +1.8% | +15.2% | -13.3% | -10.3% |
| All | -23.1% | -35.5% | +12.4% | -26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling