+6.2%
ROL vs TYL
+5.0%
+1.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.6% |
| 7D | +11.7% | +15.1% | -3.4% | +8.1% |
| 30D | +27.7% | +30.1% | -2.3% | +20.4% |
| 3M | +3.7% | +40.4% | -36.7% | -4.0% |
| 6M | -27.8% | +31.3% | -59.1% | -32.4% |
| YTD | -34.7% | -5.2% | -29.5% | -35.2% |
| 1Y | -34.1% | -6.6% | -27.5% | -34.4% |
| All | +6.2% | +5.0% | +1.3% | +1.0% |
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 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