-24.4%
DASH vs TYL
-8.4%
-16.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +1.7% | -11.1% | -10.1% |
| 7D | +0.5% | +15.1% | -14.6% | -4.8% |
| 30D | -7.1% | +30.1% | -37.1% | -16.1% |
| 3M | -13.2% | +40.4% | -53.6% | -24.3% |
| 6M | +8.3% | +31.3% | -23.0% | -3.5% |
| YTD | -20.6% | -5.2% | -15.4% | -26.0% |
| 1Y | -24.4% | -6.6% | -17.8% | -29.7% |
| All | -24.4% | -8.4% | -16.0% | -29.7% |
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