+47.4%
DAL vs TYL
-8.4%
+55.7%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.7% | -6.0% | -4.4% |
| 7D | +4.6% | +15.1% | -10.5% | +4.1% |
| 30D | +2.3% | +30.1% | -27.7% | +1.8% |
| 3M | -8.1% | +40.4% | -48.5% | -9.0% |
| 6M | +21.4% | +31.3% | -9.9% | +20.5% |
| YTD | +24.3% | -5.2% | +29.5% | +25.5% |
| 1Y | +47.4% | -6.6% | +54.0% | +48.9% |
| All | +47.4% | -8.4% | +55.7% | +48.9% |
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 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