+145.3%
DAL vs TYL
+116.1%
+29.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.0% | +5.8% | +3.1% |
| 7D | +0.1% | -3.7% | +3.8% | +1.3% |
| 30D | -13.9% | +18.7% | -32.7% | -19.0% |
| 3M | +1.1% | +18.1% | -17.1% | -5.3% |
| 6M | +26.2% | -1.1% | +27.4% | +24.7% |
| YTD | +16.4% | -19.8% | +36.2% | +23.0% |
| 1Y | +33.9% | -34.3% | +68.2% | +52.0% |
| 3Y | +93.4% | -8.2% | +101.6% | +90.2% |
| 5Y | +106.4% | -25.4% | +131.8% | +112.6% |
| All | +145.3% | +116.1% | +29.1% | +72.5% |
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 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