+187.5%
TYL vs RVTY
+216.9%
-29.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | -1.6% | +4.1% | -5.7% | -3.0% |
| 30D | +22.1% | +1.3% | +20.8% | +20.8% |
| 3M | +33.4% | +33.3% | +0.1% | +19.2% |
| 6M | +36.8% | +58.3% | -21.5% | +14.0% |
| YTD | -6.7% | +62.7% | -69.4% | -23.5% |
| 1Y | -9.2% | +67.2% | -76.4% | -26.5% |
| 3Y | +1.2% | +87.3% | -86.1% | -26.2% |
| 5Y | -23.0% | -13.4% | -9.6% | -22.5% |
| All | +187.5% | +216.9% | -29.4% | +69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling