-9.4%
DASH vs TYL
-20.5%
+11.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +1.7% | -11.1% | -10.7% |
| 7D | +0.5% | +15.1% | -14.6% | -9.6% |
| 30D | -7.1% | +30.1% | -37.1% | -24.1% |
| 3M | -13.2% | +40.4% | -53.6% | -33.9% |
| 6M | +8.3% | +31.3% | -23.0% | -14.6% |
| YTD | -20.6% | -5.2% | -15.4% | -19.7% |
| 1Y | -24.4% | -6.6% | -17.8% | -23.0% |
| 3Y | +94.5% | +3.4% | +91.1% | +58.4% |
| 5Y | -9.4% | -19.3% | +9.8% | -3.8% |
| All | -9.4% | -20.5% | +11.1% | -3.8% |
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