+262.6%
ROK vs TYL
+169.5%
+93.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.7% |
| 7D | -11.0% | +4.3% | -15.3% | -12.3% |
| 30D | -8.2% | +28.0% | -36.1% | -15.5% |
| 3M | -8.5% | +32.3% | -40.8% | -17.2% |
| 6M | -12.0% | +29.9% | -41.9% | -21.0% |
| YTD | +3.1% | -7.1% | +10.2% | +3.2% |
| 1Y | +2.9% | -9.2% | +12.1% | +3.8% |
| 3Y | +60.7% | +0.7% | +59.9% | +52.4% |
| 5Y | +29.5% | -21.1% | +50.5% | +30.3% |
| 10Y | +262.6% | +180.8% | +81.8% | +138.3% |
| All | +262.6% | +169.5% | +93.1% | +138.3% |
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