+168.8%
TYL vs RRC
+63.1%
+105.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.8% | -0.6% |
| 7D | +3.5% | -10.3% | +13.8% | +4.2% |
| 30D | +26.9% | +19.5% | +7.4% | +25.2% |
| 3M | +33.8% | +27.9% | +5.9% | +31.5% |
| 6M | +28.8% | +21.2% | +7.7% | +26.9% |
| YTD | -7.9% | +39.6% | -47.4% | -10.2% |
| 1Y | -9.8% | +31.3% | -41.0% | -11.7% |
| 3Y | +1.2% | +51.9% | -50.8% | -2.4% |
| 5Y | -22.8% | +110.2% | -133.0% | -27.5% |
| 10Y | +168.8% | +56.7% | +112.1% | +136.0% |
| All | +168.8% | +63.1% | +105.7% | +136.0% |
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