+31.3%
TYL vs RL
+7.4%
+23.9%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -7.3% | +9.0% | +1.5% |
| 7D | +15.1% | -4.7% | +19.8% | +14.8% |
| 30D | +30.1% | +3.6% | +26.5% | +30.3% |
| 3M | +40.4% | +0.5% | +39.8% | +40.3% |
| 6M | +31.3% | +6.6% | +24.7% | +32.9% |
| All | +31.3% | +7.4% | +23.9% | +32.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling