+14,609.3%
DE vs TYL
+12,593.6%
+2,015.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | +0.2% |
| 7D | +10.0% | -3.7% | +13.7% | +10.4% |
| 30D | +13.3% | +18.7% | -5.4% | +11.5% |
| 3M | +17.5% | +18.1% | -0.6% | +15.5% |
| 6M | +13.6% | -1.1% | +14.7% | +13.1% |
| YTD | +49.8% | -19.8% | +69.6% | +51.6% |
| 1Y | +47.9% | -34.3% | +82.2% | +52.3% |
| 3Y | +72.5% | -8.2% | +80.8% | +71.9% |
| 5Y | +90.2% | -25.4% | +115.7% | +91.6% |
| 10Y | +865.4% | +115.6% | +749.8% | +787.2% |
| All | +14,609.3% | +12,593.6% | +2,015.6% | +10,317.2% |
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