-7.2%
TYL vs RRX
+3.5%
-10.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.2% | -4.0% |
| 7D | -3.7% | +3.4% | -7.1% | -3.7% |
| 30D | +18.7% | -11.1% | +29.9% | +19.0% |
| 3M | +18.1% | -23.7% | +41.9% | +18.7% |
| 6M | -1.1% | -22.0% | +20.9% | -1.2% |
| YTD | -19.8% | +16.5% | -36.3% | -23.5% |
| 1Y | -34.3% | +11.5% | -45.8% | -37.2% |
| All | -7.2% | +3.5% | -10.7% | +2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling