-19.3%
TYL vs RL
+232.3%
-251.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -7.3% | +9.0% | +3.5% |
| 7D | +15.1% | -4.7% | +19.8% | +16.3% |
| 30D | +30.1% | +3.6% | +26.5% | +28.7% |
| 3M | +40.4% | +0.5% | +39.8% | +39.7% |
| 6M | +31.3% | +6.6% | +24.7% | +27.6% |
| YTD | -5.2% | +8.8% | -14.0% | -9.2% |
| 1Y | -6.6% | +21.8% | -28.4% | -13.8% |
| 3Y | +3.4% | +245.8% | -242.4% | -38.7% |
| 5Y | -19.3% | +230.0% | -249.2% | -54.0% |
| All | -19.3% | +232.3% | -251.6% | -54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling