+100.2%
DAL vs TYL
-20.5%
+120.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.7% | -6.0% | -4.9% |
| 7D | +4.6% | +15.1% | -10.5% | -0.1% |
| 30D | +2.3% | +30.1% | -27.7% | -6.1% |
| 3M | -8.1% | +40.4% | -48.5% | -18.4% |
| 6M | +21.4% | +31.3% | -9.9% | +9.1% |
| YTD | +24.3% | -5.2% | +29.5% | +25.7% |
| 1Y | +47.4% | -6.6% | +54.0% | +49.7% |
| 3Y | +164.6% | +3.4% | +161.2% | +149.7% |
| 5Y | +100.2% | -19.3% | +119.5% | +108.8% |
| All | +100.2% | -20.5% | +120.8% | +108.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling