-9.6%
TYL vs RL
+16.8%
-26.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -2.3% |
| 7D | +6.7% | -4.2% | +10.8% | +6.5% |
| 30D | +26.5% | +4.3% | +22.3% | +26.8% |
| 3M | +37.3% | -4.6% | +41.9% | +36.9% |
| 6M | +31.2% | +1.7% | +29.4% | +32.1% |
| YTD | -7.4% | +7.3% | -14.7% | -6.9% |
| 1Y | -9.6% | +20.8% | -30.4% | -10.5% |
| All | -9.6% | +16.8% | -26.3% | -10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling