+14,692.5%
TYL vs RRC
+1,459.8%
+13,232.7%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.7% | +5.4% | +2.0% |
| 7D | +15.1% | -6.9% | +22.0% | +15.7% |
| 30D | +30.1% | +25.4% | +4.6% | +27.5% |
| 3M | +40.4% | +31.9% | +8.5% | +37.1% |
| 6M | +31.3% | +17.2% | +14.1% | +29.3% |
| YTD | -5.2% | +43.4% | -48.6% | -8.2% |
| 1Y | -6.6% | +36.7% | -43.3% | -9.3% |
| 3Y | +3.4% | +38.8% | -35.4% | -0.4% |
| 5Y | -19.3% | +118.3% | -137.5% | -26.1% |
| 10Y | +178.1% | +67.7% | +110.4% | +140.5% |
| All | +14,692.5% | +1,459.8% | +13,232.7% | +11,385.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling