+11.7%
DASH vs TYL
-18.1%
+29.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.0% | -0.6% | -1.6% |
| 7D | -10.6% | -3.7% | -6.9% | -8.0% |
| 30D | +2.2% | +18.7% | -16.6% | -10.9% |
| 3M | +32.3% | +18.1% | +14.1% | +13.9% |
| 6M | +19.1% | -1.1% | +20.2% | +17.5% |
| YTD | -6.5% | -19.8% | +13.3% | +7.6% |
| 1Y | -14.9% | -34.3% | +19.4% | +15.0% |
| 3Y | +151.9% | -8.2% | +160.2% | +127.6% |
| 5Y | +9.4% | -25.4% | +34.9% | +21.7% |
| All | +11.7% | -18.1% | +29.8% | +15.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling