-24.8%
TYL vs RNG
-70.5%
+45.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.9% | -0.1% | -3.1% |
| 7D | -3.7% | +5.8% | -9.5% | -5.0% |
| 30D | +18.7% | +19.6% | -0.9% | +13.7% |
| 3M | +18.1% | +67.0% | -48.9% | +3.5% |
| 6M | -1.1% | +88.4% | -89.5% | -16.5% |
| YTD | -19.8% | +155.5% | -175.3% | -38.2% |
| 1Y | -34.3% | +141.7% | -176.0% | -49.0% |
| 3Y | -8.2% | +131.1% | -139.3% | -31.7% |
| All | -24.8% | -70.5% | +45.8% | -13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling