+187.8%
TYL vs RRC
+73.1%
+114.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.1% |
| 7D | +0.8% | +6.4% | -5.6% | +0.4% |
| 30D | +21.1% | +23.9% | -2.8% | +19.2% |
| 3M | +28.9% | +30.2% | -1.3% | +26.5% |
| 6M | +42.0% | +26.3% | +15.8% | +39.5% |
| YTD | -6.6% | +48.1% | -54.7% | -9.2% |
| 1Y | -9.1% | +37.7% | -46.7% | -11.3% |
| 3Y | +1.8% | +60.3% | -58.4% | -2.1% |
| 5Y | -22.9% | +135.3% | -158.2% | -28.0% |
| All | +187.8% | +73.1% | +114.7% | +154.7% |
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