-9.9%
TYL vs RNG
+179.4%
-189.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.2% | +4.9% | +4.7% |
| 7D | +17.3% | -9.6% | +26.8% | +19.8% |
| 30D | +28.9% | -1.4% | +30.3% | +28.7% |
| 3M | +35.1% | +28.8% | +6.3% | +26.3% |
| 6M | +29.3% | +65.6% | -36.3% | +12.7% |
| YTD | -6.8% | +171.4% | -178.2% | -28.1% |
| 1Y | -9.9% | +185.3% | -195.2% | -31.3% |
| All | -9.9% | +179.4% | -189.3% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling