+316.4%
TYL vs RNG
+327.7%
-11.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.6% |
| 3M | +18.1% | +67.0% | -48.9% | +3.2% |
| 6M | -1.1% | +88.4% | -89.5% | -16.9% |
| YTD | -19.8% | +155.5% | -175.3% | -38.7% |
| 1Y | -34.3% | +141.7% | -176.0% | -49.3% |
| 3Y | -8.2% | +131.1% | -139.3% | -32.1% |
| 5Y | -25.4% | -70.6% | +45.2% | -15.3% |
| 10Y | +115.6% | +228.2% | -112.6% | +18.8% |
| All | +316.4% | +327.7% | -11.3% | +107.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling