+16.0%
ROL vs TYL
-23.0%
+39.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.4% | +2.5% |
| 7D | +3.0% | +0.8% | +2.2% | +2.7% |
| 30D | +19.8% | +21.1% | -1.3% | +13.8% |
| 3M | +7.9% | +28.9% | -21.0% | +0.7% |
| 6M | -25.6% | +42.0% | -67.7% | -32.7% |
| YTD | -34.1% | -6.6% | -27.6% | -33.9% |
| 1Y | -31.4% | -9.1% | -22.3% | -30.7% |
| 3Y | +4.7% | +1.8% | +2.8% | 0.0% |
| All | +16.0% | -23.0% | +39.0% | +18.7% |
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 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