+116.6%
TYL vs RVTY
+150.6%
-34.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.9% |
| 7D | -3.7% | +1.1% | -4.8% | -4.1% |
| 30D | +18.7% | +13.2% | +5.5% | +13.6% |
| 3M | +18.1% | +27.2% | -9.1% | +7.6% |
| 6M | -1.1% | +32.4% | -33.5% | -12.1% |
| YTD | -19.8% | +34.9% | -54.7% | -29.0% |
| 1Y | -34.3% | +52.4% | -86.7% | -44.9% |
| 3Y | -8.2% | +12.3% | -20.5% | -17.2% |
| 5Y | -25.4% | -30.8% | +5.4% | -17.9% |
| All | +116.6% | +150.6% | -34.0% | +42.1% |
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