+183.6%
ROP vs TYL
+174.6%
+9.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.5% | -0.8% |
| 7D | -1.6% | +3.5% | -5.2% | -3.0% |
| 30D | +29.5% | +26.9% | +2.6% | +17.7% |
| 3M | +17.5% | +33.8% | -16.3% | +4.5% |
| 6M | +38.1% | +28.8% | +9.2% | +24.3% |
| YTD | +7.0% | -7.9% | +14.9% | +8.4% |
| 1Y | +6.5% | -9.8% | +16.3% | +8.7% |
| 3Y | -5.5% | +1.2% | -6.7% | -9.2% |
| 5Y | -0.4% | -22.8% | +22.4% | +3.3% |
| 10Y | +183.6% | +168.8% | +14.8% | +71.0% |
| All | +183.6% | +174.6% | +9.0% | +71.0% |
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 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