+13.6%
ROL vs TYL
-21.3%
+34.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.5% |
| 7D | +9.5% | +6.7% | +2.8% | +7.6% |
| 30D | +22.9% | +26.5% | -3.6% | +15.5% |
| 3M | +3.5% | +37.3% | -33.7% | -4.9% |
| 6M | -29.4% | +31.2% | -60.5% | -34.8% |
| YTD | -36.1% | -7.4% | -28.7% | -35.7% |
| 1Y | -34.4% | -9.6% | -24.8% | -33.6% |
| 3Y | +4.0% | +1.9% | +2.1% | -0.7% |
| All | +13.6% | -21.3% | +34.9% | +15.5% |
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