+187.5%
TYL vs RNG
+236.7%
-49.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.5% | -0.7% |
| 7D | -1.6% | +2.3% | -3.8% | -2.1% |
| 30D | +22.1% | -3.4% | +25.5% | +22.6% |
| 3M | +33.4% | +20.9% | +12.5% | +26.5% |
| 6M | +36.8% | +82.2% | -45.4% | +16.3% |
| YTD | -6.7% | +164.6% | -171.3% | -29.4% |
| 1Y | -9.2% | +177.0% | -186.2% | -32.2% |
| 3Y | +1.2% | +177.4% | -176.2% | -28.6% |
| 5Y | -23.0% | -72.3% | +49.3% | -10.9% |
| All | +187.5% | +236.7% | -49.2% | +70.9% |
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