+14,692.5%
TYL vs RVTY
+2,816.3%
+11,876.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.4% | +7.1% | +3.0% |
| 7D | +15.1% | -9.0% | +24.1% | +17.4% |
| 30D | +30.1% | -1.6% | +31.6% | +30.1% |
| 3M | +40.4% | +31.2% | +9.2% | +30.2% |
| 6M | +31.3% | +63.6% | -32.3% | +14.4% |
| YTD | -5.2% | +56.3% | -61.5% | -16.7% |
| 1Y | -6.6% | +63.3% | -69.9% | -19.0% |
| 3Y | +3.4% | +72.4% | -69.0% | -13.7% |
| 5Y | -19.3% | -9.6% | -9.7% | -21.3% |
| 10Y | +178.1% | +203.7% | -25.6% | +101.1% |
| All | +14,692.5% | +2,816.3% | +11,876.2% | +6,419.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling