+347.5%
ROK vs TYL
+115.8%
+231.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.0% | +5.3% | +2.6% |
| 7D | +0.7% | -3.7% | +4.4% | +1.9% |
| 30D | -3.3% | +18.7% | -22.1% | -8.9% |
| 3M | -5.9% | +18.1% | -24.0% | -12.1% |
| 6M | +13.9% | -1.1% | +15.0% | +12.2% |
| YTD | +12.6% | -19.8% | +32.4% | +18.9% |
| 1Y | +28.6% | -34.3% | +62.9% | +46.5% |
| 3Y | +45.1% | -8.2% | +53.3% | +41.7% |
| 5Y | +45.6% | -25.4% | +71.0% | +49.6% |
| All | +347.5% | +115.8% | +231.7% | +232.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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