+18,101.5%
TYL vs RL
+1,366.2%
+16,735.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.0% | -6.1% | -4.5% |
| 7D | -3.7% | -0.8% | -2.9% | -3.5% |
| 30D | +18.7% | -7.8% | +26.5% | +20.9% |
| 3M | +18.1% | -4.0% | +22.1% | +18.7% |
| 6M | -1.1% | -1.9% | +0.8% | -2.1% |
| YTD | -19.8% | -0.2% | -19.6% | -21.1% |
| 1Y | -34.3% | +10.7% | -45.0% | -37.2% |
| 3Y | -8.2% | +210.8% | -219.0% | -34.0% |
| 5Y | -25.4% | +238.2% | -263.7% | -48.3% |
| 10Y | +115.6% | +313.4% | -197.8% | +29.4% |
| All | +18,101.5% | +1,366.2% | +16,735.3% | +5,582.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling