+5.9%
ROP vs TYL
-8.8%
+14.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.5% | -0.8% |
| 7D | -1.6% | +3.5% | -5.2% | -3.2% |
| 30D | +29.5% | +26.9% | +2.6% | +16.1% |
| 3M | +17.5% | +33.8% | -16.3% | +2.8% |
| 6M | +38.1% | +28.8% | +9.2% | +21.9% |
| YTD | +7.0% | -7.9% | +14.9% | +4.8% |
| All | +5.9% | -8.8% | +14.7% | +4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling