+1.9%
TYL vs RNG
+154.7%
-152.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -1.7% |
| 7D | +6.7% | -11.3% | +18.0% | +9.1% |
| 30D | +26.5% | -5.7% | +32.2% | +27.4% |
| 3M | +37.3% | +16.8% | +20.5% | +32.4% |
| 6M | +31.2% | +58.5% | -27.3% | +18.3% |
| YTD | -7.4% | +151.3% | -158.7% | -23.8% |
| 1Y | -9.6% | +169.0% | -178.6% | -26.4% |
| 3Y | +1.9% | +156.9% | -155.0% | -16.1% |
| All | +1.9% | +154.7% | -152.8% | -16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling