+199.5%
TYL vs RUN
-34.8%
+234.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.1% | +5.6% | +0.1% |
| 7D | -1.6% | -13.7% | +12.1% | -0.3% |
| 30D | +22.1% | +9.4% | +12.7% | +20.8% |
| 3M | +33.4% | -13.4% | +46.8% | +34.5% |
| 6M | +36.8% | -39.6% | +76.4% | +41.6% |
| YTD | -6.7% | -53.7% | +47.0% | -2.4% |
| 1Y | -9.2% | -56.2% | +47.0% | -4.8% |
| 3Y | +1.2% | -9.7% | +10.9% | -14.4% |
| 5Y | -23.0% | -85.5% | +62.5% | -24.1% |
| 10Y | +182.0% | +66.7% | +115.3% | +130.7% |
| All | +199.5% | -34.8% | +234.3% | +153.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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