+104.0%
TYL vs RJF
+428.4%
-324.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.3% |
| 7D | -8.6% | -0.3% | -8.3% | -8.5% |
| 30D | +7.5% | -2.0% | +9.6% | +8.2% |
| 3M | +10.9% | +16.3% | -5.4% | +6.0% |
| 6M | -6.7% | +16.9% | -23.6% | -11.2% |
| YTD | -24.5% | +10.4% | -34.9% | -27.1% |
| 1Y | -38.6% | +7.4% | -46.0% | -40.3% |
| 3Y | -12.6% | +72.2% | -84.8% | -27.6% |
| 5Y | -28.2% | +105.1% | -133.3% | -43.8% |
| 10Y | +104.0% | +430.9% | -326.9% | +25.9% |
| All | +104.0% | +428.4% | -324.4% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 10y: compounded portfolio wealth divided by compounded RJF 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…
10y analysis · Full analysis span regression · 6 months rolling