-9.6%
TYL vs RVTY
+69.5%
-79.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.8% | -5.1% | -2.6% |
| 7D | +6.7% | -1.2% | +7.9% | +6.7% |
| 30D | +26.5% | +1.0% | +25.5% | +25.7% |
| 3M | +37.3% | +35.8% | +1.5% | +28.3% |
| 6M | +31.2% | +56.7% | -25.5% | +17.6% |
| YTD | -7.4% | +60.7% | -68.1% | -13.0% |
| 1Y | -9.6% | +73.7% | -83.3% | -17.4% |
| All | -9.6% | +69.5% | -79.1% | -17.4% |
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