-14.9%
DASH vs TYL
-34.2%
+19.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.0% | -0.6% | -3.1% |
| 7D | -10.6% | -3.7% | -6.9% | -9.3% |
| 30D | +2.2% | +18.7% | -16.6% | -4.4% |
| 3M | +32.3% | +18.1% | +14.1% | +23.4% |
| 6M | +19.1% | -1.1% | +20.2% | +17.5% |
| YTD | -6.5% | -19.8% | +13.3% | -7.3% |
| 1Y | -14.9% | -34.3% | +19.4% | -14.6% |
| All | -14.9% | -34.2% | +19.3% | -14.6% |
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