+102.1%
DASH vs TYL
+5.0%
+97.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -24.2% |
| 6M | +8.3% | +31.3% | -23.0% | -3.4% |
| YTD | -20.6% | -5.2% | -15.4% | -21.1% |
| 1Y | -24.4% | -6.6% | -17.8% | -24.7% |
| All | +102.1% | +5.0% | +97.1% | +98.6% |
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 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