-0.5%
ROL vs TYL
-25.2%
+24.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.0% | +4.4% | +1.5% |
| 7D | -1.4% | -3.7% | +2.3% | -0.5% |
| 30D | -4.1% | +18.7% | -22.8% | -8.5% |
| 3M | -22.5% | +18.1% | -40.6% | -26.2% |
| 6M | -37.7% | -1.1% | -36.5% | -38.0% |
| YTD | -39.6% | -19.8% | -19.8% | -36.8% |
| 1Y | -36.0% | -34.3% | -1.7% | -29.3% |
| 3Y | -5.1% | -8.2% | +3.1% | -7.2% |
| All | -0.5% | -25.2% | +24.7% | +0.1% |
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