+97.9%
TYL vs RRX
+216.7%
-118.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.7% |
| 7D | -11.5% | -3.7% | -7.8% | -10.9% |
| 30D | +3.9% | -9.3% | +13.2% | +5.7% |
| 3M | +10.8% | -21.8% | +32.6% | +14.5% |
| 6M | -5.3% | -22.0% | +16.7% | -3.8% |
| YTD | -26.1% | +11.9% | -38.0% | -32.0% |
| 1Y | -38.5% | +11.6% | -50.2% | -43.8% |
| 3Y | -14.5% | +2.2% | -16.6% | -23.5% |
| 5Y | -28.9% | +14.9% | -43.7% | -39.7% |
| All | +97.9% | +216.7% | -118.8% | +25.3% |
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