+14,393.1%
TYL vs RVTY
+2,976.2%
+11,417.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.1% |
| 7D | +4.3% | -2.7% | +7.0% | +4.8% |
| 30D | +28.0% | +3.2% | +24.7% | +26.4% |
| 3M | +32.3% | +37.2% | -4.9% | +21.3% |
| 6M | +29.9% | +57.7% | -27.8% | +14.4% |
| YTD | -7.1% | +64.8% | -72.0% | -19.5% |
| 1Y | -9.2% | +72.8% | -82.1% | -22.3% |
| 3Y | +0.7% | +89.8% | -89.1% | -18.0% |
| 5Y | -21.1% | -8.4% | -12.6% | -23.3% |
| 10Y | +180.8% | +219.5% | -38.7% | +100.4% |
| All | +14,393.1% | +2,976.2% | +11,417.0% | +6,201.1% |
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 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