+180.7%
ROP vs TYL
+169.5%
+11.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.3% |
| 7D | +0.2% | +4.3% | -4.1% | -1.5% |
| 30D | +30.3% | +28.0% | +2.4% | +18.0% |
| 3M | +17.8% | +32.3% | -14.6% | +5.1% |
| 6M | +38.9% | +29.9% | +9.0% | +24.6% |
| YTD | +7.6% | -7.1% | +14.7% | +8.7% |
| 1Y | +6.5% | -9.2% | +15.7% | +8.4% |
| 3Y | -6.3% | +0.7% | -7.0% | -9.8% |
| 5Y | +0.9% | -21.1% | +22.0% | +3.7% |
| 10Y | +180.7% | +180.8% | -0.1% | +67.1% |
| All | +180.7% | +169.5% | +11.2% | +67.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling