+210.7%
ROL vs TYL
+115.8%
+94.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.0% | +4.4% | +1.6% |
| 7D | -1.4% | -3.7% | +2.3% | -0.3% |
| 30D | -4.1% | +18.7% | -22.8% | -9.2% |
| 3M | -22.5% | +18.1% | -40.6% | -26.9% |
| 6M | -37.7% | -1.1% | -36.5% | -38.1% |
| YTD | -39.6% | -19.8% | -19.8% | -36.4% |
| 1Y | -36.0% | -34.3% | -1.7% | -28.3% |
| 3Y | -5.1% | -8.2% | +3.1% | -7.2% |
| 5Y | -3.4% | -25.4% | +22.0% | -0.6% |
| All | +210.7% | +115.8% | +94.9% | +121.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling