+61.0%
ROK vs TYL
+1.3%
+59.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +7.1% | +0.8% | +6.2% | +7.0% |
| 30D | -5.0% | +21.1% | -26.1% | -7.3% |
| 3M | -9.4% | +28.9% | -38.3% | -12.6% |
| 6M | -11.0% | +42.0% | -53.0% | -16.3% |
| YTD | +4.4% | -6.6% | +11.0% | +9.4% |
| 1Y | +7.4% | -9.1% | +16.5% | +13.4% |
| 3Y | +61.0% | +1.8% | +59.1% | +59.3% |
| All | +61.0% | +1.3% | +59.6% | +59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling