+30.1%
ROK vs TYL
-23.0%
+53.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | +7.1% | +0.8% | +6.2% | +6.8% |
| 30D | -5.0% | +21.1% | -26.1% | -10.5% |
| 3M | -9.4% | +28.9% | -38.3% | -16.7% |
| 6M | -11.0% | +42.0% | -53.0% | -22.0% |
| YTD | +4.4% | -6.6% | +11.0% | +6.1% |
| 1Y | +7.4% | -9.1% | +16.5% | +10.3% |
| 3Y | +61.0% | +1.8% | +59.1% | +52.2% |
| All | +30.1% | -23.0% | +53.2% | +32.3% |
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 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