+24,936.4%
ROP vs TYL
+8,725.0%
+16,211.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.0% | +0.5% | -3.1% |
| 7D | -4.4% | -3.7% | -0.8% | -4.0% |
| 30D | +3.2% | +18.7% | -15.5% | +1.2% |
| 3M | +23.1% | +18.1% | +4.9% | +20.7% |
| 6M | +13.3% | -1.1% | +14.4% | +13.4% |
| YTD | -7.9% | -19.8% | +12.0% | -5.8% |
| 1Y | -22.1% | -34.3% | +12.3% | -18.7% |
| 3Y | -16.8% | -8.2% | -8.6% | -16.4% |
| 5Y | -13.5% | -25.4% | +11.9% | -11.8% |
| 10Y | +137.7% | +115.6% | +22.1% | +119.1% |
| All | +24,936.4% | +8,725.0% | +16,211.5% | +18,126.6% |
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