+52.7%
ROK vs TYL
+2.6%
+50.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -1.1% |
| 7D | -13.8% | +6.7% | -20.5% | -14.5% |
| 30D | -14.9% | +26.5% | -41.5% | -17.6% |
| 3M | -14.7% | +37.3% | -52.0% | -18.5% |
| 6M | -17.7% | +31.2% | -48.8% | -21.2% |
| YTD | -2.5% | -7.4% | +4.9% | +2.2% |
| 1Y | +2.3% | -9.6% | +11.8% | +8.0% |
| 3Y | +52.7% | +1.9% | +50.8% | +50.6% |
| All | +52.7% | +2.6% | +50.2% | +50.6% |
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