-17.2%
DASH vs TYL
-10.1%
-7.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.7% | +3.6% | +6.5% |
| 7D | +17.2% | +17.3% | -0.1% | +10.3% |
| 30D | +3.6% | +28.9% | -25.3% | -6.1% |
| 3M | -1.9% | +35.1% | -36.9% | -13.0% |
| 6M | +15.1% | +29.3% | -14.2% | +3.3% |
| YTD | -12.3% | -6.8% | -5.5% | -17.6% |
| 1Y | -17.2% | -9.9% | -7.3% | -22.4% |
| All | -17.2% | -10.1% | -7.2% | -22.4% |
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 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