+365.0%
DDOG vs TYL
+64.6%
+300.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +1.7% | -9.2% | -8.8% |
| 7D | -34.3% | +15.1% | -49.4% | -42.2% |
| 30D | -37.2% | +30.1% | -67.3% | -50.6% |
| 3M | -38.3% | +40.4% | -78.7% | -55.1% |
| 6M | +19.8% | +31.3% | -11.5% | -9.4% |
| YTD | +28.4% | -5.2% | +33.6% | +25.8% |
| 1Y | +12.7% | -6.6% | +19.3% | +11.6% |
| 3Y | +112.8% | +3.4% | +109.4% | +74.4% |
| 5Y | -5.9% | -19.3% | +13.4% | -1.8% |
| All | +365.0% | +64.6% | +300.4% | +102.6% |
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 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