+30,080.4%
ROP vs TYL
+10,333.2%
+19,747.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.5% |
| 7D | +9.2% | +15.1% | -5.9% | +7.4% |
| 30D | +35.5% | +30.1% | +5.5% | +31.5% |
| 3M | +24.4% | +40.4% | -15.9% | +19.7% |
| 6M | +38.0% | +31.3% | +6.8% | +33.8% |
| YTD | +11.1% | -5.2% | +16.3% | +11.4% |
| 1Y | +10.9% | -6.6% | +17.5% | +11.4% |
| 3Y | -0.5% | +3.4% | -3.8% | -1.3% |
| 5Y | +4.5% | -19.3% | +23.8% | +5.5% |
| 10Y | +207.5% | +178.1% | +29.3% | +176.0% |
| All | +30,080.4% | +10,333.2% | +19,747.2% | +21,456.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling