+9,768.6%
ROL vs TYL
+14,906.9%
-5,138.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.8% |
| 7D | +11.7% | +15.1% | -3.4% | +10.0% |
| 30D | +27.7% | +30.1% | -2.3% | +24.1% |
| 3M | +3.7% | +40.4% | -36.7% | -0.2% |
| 6M | -27.8% | +31.3% | -59.1% | -30.1% |
| YTD | -34.7% | -5.2% | -29.5% | -34.7% |
| 1Y | -34.1% | -6.6% | -27.5% | -34.0% |
| 3Y | +5.9% | +3.4% | +2.5% | +4.4% |
| 5Y | +15.6% | -19.3% | +34.9% | +16.1% |
| 10Y | +226.5% | +178.1% | +48.4% | +189.7% |
| All | +9,768.6% | +14,906.9% | -5,138.3% | +5,965.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling