+168.9%
TYL vs RRC
+59.4%
+109.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -2.1% |
| 7D | +6.7% | -10.8% | +17.5% | +7.4% |
| 30D | +26.5% | +22.3% | +4.2% | +24.7% |
| 3M | +37.3% | +26.6% | +10.7% | +34.9% |
| 6M | +31.2% | +18.9% | +12.2% | +29.4% |
| YTD | -7.4% | +39.2% | -46.5% | -9.6% |
| 1Y | -9.6% | +34.0% | -43.5% | -11.6% |
| 3Y | +1.9% | +42.0% | -40.1% | -1.3% |
| 5Y | -21.1% | +111.9% | -133.0% | -25.9% |
| All | +168.9% | +59.4% | +109.5% | +137.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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