+21,060.0%
TYL vs RL
+1,625.1%
+19,434.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.5% | +0.2% | +3.6% |
| 7D | +17.3% | +5.8% | +11.5% | +15.7% |
| 30D | +28.9% | +12.7% | +16.2% | +25.3% |
| 3M | +35.1% | +9.3% | +25.7% | +31.9% |
| 6M | +29.3% | +16.9% | +12.4% | +23.3% |
| YTD | -6.8% | +17.5% | -24.2% | -11.8% |
| 1Y | -9.9% | +34.6% | -44.5% | -17.7% |
| 3Y | +1.7% | +273.2% | -271.6% | -30.0% |
| 5Y | -21.6% | +265.2% | -286.8% | -46.5% |
| 10Y | +173.5% | +406.7% | -233.2% | +56.2% |
| All | +21,060.0% | +1,625.1% | +19,434.9% | +6,251.2% |
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