+187.8%
TYL vs RL
+337.1%
-149.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.3% |
| 7D | +0.8% | +2.6% | -1.8% | +0.3% |
| 30D | +21.1% | +2.9% | +18.2% | +20.3% |
| 3M | +28.9% | 0.0% | +28.9% | +28.6% |
| 6M | +42.0% | +17.1% | +24.9% | +36.7% |
| YTD | -6.6% | +10.1% | -16.7% | -9.6% |
| 1Y | -9.1% | +17.3% | -26.4% | -13.2% |
| 3Y | +1.8% | +249.3% | -247.5% | -24.5% |
| 5Y | -22.9% | +240.9% | -263.8% | -43.7% |
| All | +187.8% | +337.1% | -149.2% | +104.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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