+14,393.1%
TYL vs RRX
+4,334.9%
+10,058.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | +4.3% | 0.0% | +4.3% | +3.9% |
| 30D | +28.0% | +9.0% | +18.9% | +23.7% |
| 3M | +32.3% | +4.0% | +28.3% | +29.1% |
| 6M | +29.9% | -15.7% | +45.6% | +31.3% |
| YTD | -7.1% | +29.0% | -36.1% | -19.6% |
| 1Y | -9.2% | +35.2% | -44.5% | -22.8% |
| 3Y | +0.7% | +67.7% | -67.0% | -24.2% |
| 5Y | -21.1% | +14.9% | -36.0% | -34.4% |
| 10Y | +180.8% | +216.8% | -36.0% | +58.4% |
| All | +14,393.1% | +4,334.9% | +10,058.2% | +4,536.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling