+21.8%
ROK vs TYL
-21.3%
+43.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.7% |
| 7D | -13.8% | +6.7% | -20.5% | -15.5% |
| 30D | -14.9% | +26.5% | -41.5% | -21.0% |
| 3M | -14.7% | +37.3% | -52.0% | -23.2% |
| 6M | -17.7% | +31.2% | -48.8% | -25.8% |
| YTD | -2.5% | -7.4% | +4.9% | -0.7% |
| 1Y | +2.3% | -9.6% | +11.8% | +5.1% |
| 3Y | +52.7% | +1.9% | +50.8% | +44.2% |
| All | +21.8% | -21.3% | +43.1% | +23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling