+31.2%
TYL vs RRX
-25.1%
+56.3%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.5% | -7.8% | -0.8% |
| 7D | +6.7% | +7.5% | -0.9% | +9.0% |
| 30D | +26.5% | +3.0% | +23.6% | +28.3% |
| 3M | +37.3% | -5.3% | +42.6% | +36.7% |
| 6M | +31.2% | -26.6% | +57.8% | +24.0% |
| All | +31.2% | -25.1% | +56.3% | +24.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling