+14,459.5%
TYL vs RGEN
+1,565.2%
+12,894.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.1% | -0.2% |
| 7D | -1.6% | -1.2% | -0.4% | -1.5% |
| 30D | +22.1% | -5.1% | +27.2% | +22.4% |
| 3M | +33.4% | +0.5% | +32.9% | +33.0% |
| 6M | +36.8% | +46.6% | -9.8% | +33.2% |
| YTD | -6.7% | +1.6% | -8.3% | -7.3% |
| 1Y | -9.2% | +5.4% | -14.6% | -10.0% |
| 3Y | +1.2% | +12.8% | -11.7% | -1.2% |
| 5Y | -23.0% | -35.6% | +12.6% | -23.1% |
| 10Y | +182.0% | +415.7% | -233.7% | +154.9% |
| All | +14,459.5% | +1,565.2% | +12,894.3% | +10,649.1% |
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