+168.8%
TYL vs RNG
+259.3%
-90.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.8% |
| 7D | +3.5% | -6.2% | +9.7% | +5.1% |
| 30D | +26.9% | -8.0% | +34.9% | +28.9% |
| 3M | +33.8% | +15.7% | +18.1% | +28.3% |
| 6M | +28.8% | +60.3% | -31.5% | +12.9% |
| YTD | -7.9% | +153.8% | -161.7% | -29.6% |
| 1Y | -9.8% | +172.2% | -181.9% | -32.3% |
| 3Y | +1.2% | +174.8% | -173.6% | -28.4% |
| 5Y | -22.8% | -68.6% | +45.8% | -13.9% |
| 10Y | +168.8% | +248.2% | -79.4% | +65.2% |
| All | +168.8% | +259.3% | -90.5% | +65.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling