+852.9%
DE vs TYL
+106.7%
+746.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.5% | +2.6% | -0.8% |
| 7D | +0.7% | -7.6% | +8.3% | +2.5% |
| 30D | +9.6% | +11.3% | -1.7% | +6.7% |
| 3M | +19.0% | +14.5% | +4.5% | +14.5% |
| 6M | +16.1% | -7.1% | +23.2% | +16.9% |
| YTD | +47.0% | -23.4% | +70.4% | +54.9% |
| 1Y | +43.1% | -38.6% | +81.7% | +60.3% |
| 3Y | +77.5% | -11.3% | +88.8% | +76.0% |
| 5Y | +96.4% | -28.0% | +124.3% | +101.0% |
| 10Y | +852.9% | +104.9% | +748.0% | +589.6% |
| All | +852.9% | +106.7% | +746.2% | +589.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling