-9.1%
TYL vs RVTY
+66.4%
-75.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.3% |
| 7D | +0.8% | -0.5% | +1.3% | +0.9% |
| 30D | +21.1% | +1.5% | +19.6% | +20.2% |
| 3M | +28.9% | +31.5% | -2.5% | +21.2% |
| 6M | +42.0% | +62.7% | -20.7% | +25.8% |
| YTD | -6.6% | +60.0% | -66.6% | -12.0% |
| 1Y | -9.1% | +65.7% | -74.8% | -15.2% |
| All | -9.1% | +66.4% | -75.5% | -15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling