-22.4%
TYL vs RL
+226.8%
-249.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -1.9% |
| 7D | +6.7% | -4.2% | +10.8% | +7.7% |
| 30D | +26.5% | +4.3% | +22.3% | +25.1% |
| 3M | +37.3% | -4.6% | +41.9% | +38.5% |
| 6M | +31.2% | +1.7% | +29.4% | +29.2% |
| YTD | -7.4% | +7.3% | -14.7% | -10.9% |
| 1Y | -9.6% | +20.8% | -30.4% | -16.3% |
| 3Y | +1.9% | +247.0% | -245.1% | -39.9% |
| All | -22.4% | +226.8% | -249.2% | -55.4% |
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