-24.8%
TYL vs RRC
+156.2%
-181.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.9% |
| 7D | -3.7% | +1.3% | -5.0% | -3.8% |
| 30D | +18.7% | +10.1% | +8.6% | +17.3% |
| 3M | +18.1% | +4.0% | +14.1% | +17.4% |
| 6M | -1.1% | +1.6% | -2.7% | -1.5% |
| YTD | -19.8% | +19.7% | -39.5% | -21.9% |
| 1Y | -34.3% | +21.4% | -55.7% | -36.3% |
| 3Y | -8.2% | +29.7% | -37.9% | -12.8% |
| All | -24.8% | +156.2% | -181.0% | -33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling