-38.6%
TYL vs RRX
+12.4%
-51.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -1.8% |
| 7D | -8.6% | -0.7% | -7.9% | -8.7% |
| 30D | +7.5% | -8.0% | +15.5% | +6.5% |
| 3M | +10.9% | -25.1% | +36.0% | +7.7% |
| 6M | -6.7% | -18.3% | +11.6% | -9.1% |
| YTD | -24.5% | +14.2% | -38.7% | -26.6% |
| 1Y | -38.6% | +13.0% | -51.7% | -40.7% |
| All | -38.6% | +12.4% | -51.1% | -40.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling