+467.1%
DDOG vs TYL
+39.2%
+427.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.2% | +2.5% |
| 7D | -10.1% | -3.7% | -6.5% | -7.5% |
| 30D | -24.8% | +18.7% | -43.5% | -35.1% |
| 3M | -12.6% | +18.1% | -30.7% | -26.0% |
| 6M | +79.9% | -1.1% | +81.1% | +77.3% |
| YTD | +56.6% | -19.8% | +76.4% | +81.7% |
| 1Y | +61.6% | -34.3% | +95.9% | +122.2% |
| 3Y | +117.9% | -8.2% | +126.1% | +98.7% |
| 5Y | +54.2% | -25.4% | +79.6% | +77.4% |
| All | +467.1% | +39.2% | +427.8% | +192.5% |
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