+266.4%
ROK vs TYL
+174.6%
+91.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.6% | +4.2% | +3.8% |
| 7D | -11.5% | +3.5% | -15.1% | -12.6% |
| 30D | -10.0% | +26.9% | -36.9% | -16.9% |
| 3M | -11.4% | +33.8% | -45.3% | -20.2% |
| 6M | -13.7% | +28.8% | -42.5% | -22.3% |
| YTD | +1.0% | -7.9% | +8.9% | +1.4% |
| 1Y | +5.6% | -9.8% | +15.4% | +6.8% |
| 3Y | +59.1% | +1.2% | +57.9% | +50.6% |
| 5Y | +26.1% | -22.8% | +48.9% | +27.8% |
| 10Y | +266.4% | +168.8% | +97.6% | +142.8% |
| All | +266.4% | +174.6% | +91.9% | +142.8% |
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