-24.8%
TYL vs RGEN
-42.4%
+17.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.7% |
| 7D | -3.7% | -4.9% | +1.2% | -2.6% |
| 30D | +18.7% | +5.7% | +13.1% | +17.0% |
| 3M | +18.1% | +32.4% | -14.3% | +9.7% |
| 6M | -1.1% | +33.2% | -34.3% | -9.0% |
| YTD | -19.8% | +2.3% | -22.1% | -21.3% |
| 1Y | -34.3% | +39.0% | -73.3% | -40.7% |
| 3Y | -8.2% | -4.6% | -3.6% | -13.6% |
| All | -24.8% | -42.4% | +17.7% | -23.2% |
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