+12,412.3%
TYL vs RRX
+3,904.5%
+8,507.8%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.2% | -4.1% |
| 7D | -3.7% | +3.4% | -7.1% | -4.6% |
| 30D | +18.7% | -11.1% | +29.9% | +22.4% |
| 3M | +18.1% | -23.7% | +41.9% | +24.8% |
| 6M | -1.1% | -22.0% | +20.9% | +1.3% |
| YTD | -19.8% | +16.5% | -36.3% | -27.7% |
| 1Y | -34.3% | +11.5% | -45.8% | -40.5% |
| 3Y | -8.2% | +1.5% | -9.7% | -19.1% |
| 5Y | -25.4% | +18.3% | -43.7% | -38.2% |
| 10Y | +115.6% | +209.8% | -94.2% | +23.1% |
| All | +12,412.3% | +3,904.5% | +8,507.8% | +4,068.5% |
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