+187.8%
TYL vs RRX
+200.5%
-12.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.5% |
| 7D | +0.8% | +4.3% | -3.5% | 0.0% |
| 30D | +21.1% | +12.3% | +8.8% | +17.9% |
| 3M | +28.9% | +3.7% | +25.3% | +27.0% |
| 6M | +42.0% | -13.9% | +55.9% | +42.6% |
| YTD | -6.6% | +26.5% | -33.0% | -16.7% |
| 1Y | -9.1% | +29.3% | -38.4% | -19.6% |
| 3Y | +1.8% | +65.6% | -63.7% | -20.8% |
| 5Y | -22.9% | +10.6% | -33.6% | -34.0% |
| All | +187.8% | +200.5% | -12.6% | +87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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