-3.5%
ROP vs TYL
+2.6%
-6.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.6% | -1.9% |
| 7D | +2.1% | +6.7% | -4.5% | -0.6% |
| 30D | +32.9% | +26.5% | +6.4% | +20.4% |
| 3M | +20.0% | +37.3% | -17.3% | +5.1% |
| 6M | +36.4% | +31.2% | +5.3% | +21.2% |
| YTD | +7.8% | -7.4% | +15.2% | +7.6% |
| 1Y | +8.0% | -9.6% | +17.5% | +8.6% |
| 3Y | -3.5% | +1.9% | -5.4% | -6.9% |
| All | -3.5% | +2.6% | -6.1% | -6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling