+762.6%
DE vs TYL
+183.3%
+579.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.8% |
| 7D | +2.3% | -1.6% | +3.9% | +2.7% |
| 30D | +4.4% | +22.1% | -17.7% | -0.4% |
| 3M | +9.8% | +33.4% | -23.6% | +2.3% |
| 6M | +15.8% | +36.8% | -21.0% | +6.4% |
| YTD | +47.0% | -6.7% | +53.6% | +47.7% |
| 1Y | +42.8% | -9.2% | +52.0% | +44.6% |
| 3Y | +88.9% | +1.2% | +87.8% | +82.4% |
| 5Y | +101.9% | -23.0% | +124.9% | +106.6% |
| All | +762.6% | +183.3% | +579.3% | +467.3% |
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