+12,412.3%
TYL vs RGEN
+1,576.0%
+10,836.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.9% |
| 7D | -3.7% | -4.9% | +1.2% | -3.4% |
| 30D | +18.7% | +5.7% | +13.1% | +18.3% |
| 3M | +18.1% | +32.4% | -14.3% | +16.0% |
| 6M | -1.1% | +33.2% | -34.3% | -3.1% |
| YTD | -19.8% | +2.3% | -22.1% | -20.2% |
| 1Y | -34.3% | +39.0% | -73.3% | -35.9% |
| 3Y | -8.2% | -4.6% | -3.6% | -9.5% |
| 5Y | -25.4% | -42.7% | +17.3% | -25.0% |
| 10Y | +115.6% | +433.6% | -318.0% | +94.9% |
| All | +12,412.3% | +1,576.0% | +10,836.3% | +9,154.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling