+14,355.3%
TYL vs RRX
+4,066.5%
+10,288.8%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.5% | -7.8% | -3.8% |
| 7D | +6.7% | +7.5% | -0.9% | +4.0% |
| 30D | +26.5% | +3.0% | +23.6% | +24.3% |
| 3M | +37.3% | -5.3% | +42.6% | +37.5% |
| 6M | +31.2% | -26.6% | +57.8% | +37.5% |
| YTD | -7.4% | +21.2% | -28.5% | -18.3% |
| 1Y | -9.6% | +25.9% | -35.5% | -21.5% |
| 3Y | +1.9% | +71.7% | -69.8% | -24.0% |
| 5Y | -21.1% | +7.8% | -28.9% | -33.2% |
| 10Y | +171.8% | +242.9% | -71.1% | +49.0% |
| All | +14,355.3% | +4,066.5% | +10,288.8% | +4,608.2% |
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