+168.1%
DAL vs TYL
+5.0%
+163.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.7% | -6.0% | -4.6% |
| 7D | +4.6% | +15.1% | -10.5% | +2.0% |
| 30D | +2.3% | +30.1% | -27.7% | -2.3% |
| 3M | -8.1% | +40.4% | -48.5% | -13.9% |
| 6M | +21.4% | +31.3% | -9.9% | +14.8% |
| YTD | +24.3% | -5.2% | +29.5% | +28.8% |
| 1Y | +47.4% | -6.6% | +54.0% | +53.2% |
| All | +168.1% | +5.0% | +163.1% | +175.4% |
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