+16.3%
ROL vs TYL
-22.8%
+39.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.6% | +2.2% |
| 7D | +7.5% | +3.5% | +4.0% | +6.5% |
| 30D | +21.1% | +26.9% | -5.8% | +13.8% |
| 3M | +3.1% | +33.8% | -30.7% | -4.7% |
| 6M | -27.4% | +28.8% | -56.3% | -32.6% |
| YTD | -34.7% | -7.9% | -26.8% | -34.3% |
| 1Y | -32.9% | -9.8% | -23.2% | -32.1% |
| 3Y | +6.1% | +1.2% | +5.0% | +1.5% |
| 5Y | +16.3% | -22.8% | +39.2% | +18.6% |
| All | +16.3% | -22.8% | +39.1% | +18.6% |
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