+48.1%
ROK vs TYL
-25.2%
+73.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.0% | +5.3% | +2.5% |
| 7D | +0.7% | -3.7% | +4.4% | +1.8% |
| 30D | -3.3% | +18.7% | -22.1% | -8.7% |
| 3M | -5.9% | +18.1% | -24.0% | -11.8% |
| 6M | +13.9% | -1.1% | +15.0% | +12.8% |
| YTD | +12.6% | -19.8% | +32.4% | +20.3% |
| 1Y | +28.6% | -34.3% | +62.9% | +49.4% |
| 3Y | +45.1% | -8.2% | +53.3% | +40.7% |
| All | +48.1% | -25.2% | +73.3% | +48.6% |
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 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