+104.9%
TYL vs RNG
+216.3%
-111.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.4% | -0.1% | -3.4% |
| 7D | -7.6% | -0.8% | -6.8% | -7.4% |
| 30D | +11.3% | +11.4% | -0.1% | +8.4% |
| 3M | +14.5% | +72.1% | -57.6% | -0.5% |
| 6M | -7.1% | +67.9% | -75.1% | -19.5% |
| YTD | -23.4% | +144.3% | -167.7% | -40.5% |
| 1Y | -38.6% | +117.5% | -156.1% | -51.1% |
| 3Y | -11.3% | +123.9% | -135.2% | -33.5% |
| 5Y | -28.0% | -70.1% | +42.1% | -18.6% |
| 10Y | +104.9% | +215.9% | -111.0% | +29.6% |
| All | +104.9% | +216.3% | -111.4% | +29.6% |
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