+193.4%
ROP vs TYL
+168.7%
+24.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.6% | -2.0% |
| 7D | +2.1% | +6.7% | -4.5% | -0.5% |
| 30D | +32.9% | +26.5% | +6.4% | +20.9% |
| 3M | +20.3% | +37.3% | -17.0% | +5.9% |
| 6M | +36.8% | +31.2% | +5.6% | +22.2% |
| YTD | +8.1% | -7.4% | +15.5% | +9.3% |
| 1Y | +8.3% | -9.6% | +17.8% | +10.3% |
| 3Y | -3.2% | +1.9% | -5.1% | -7.3% |
| 5Y | +1.7% | -21.1% | +22.8% | +4.5% |
| All | +193.4% | +168.7% | +24.7% | +76.7% |
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 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