+24.3%
DECK vs TYL
-20.5%
+44.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -2.2% |
| 7D | +6.0% | +15.1% | -9.1% | +0.4% |
| 30D | +7.4% | +30.1% | -22.6% | -3.1% |
| 3M | -11.7% | +40.4% | -52.0% | -23.1% |
| 6M | -11.0% | +31.3% | -42.2% | -21.1% |
| YTD | -15.4% | -5.2% | -10.2% | -14.6% |
| 1Y | +7.2% | -6.6% | +13.9% | +8.9% |
| 3Y | -11.8% | +3.4% | -15.2% | -17.6% |
| 5Y | +24.3% | -19.3% | +43.6% | +33.1% |
| All | +24.3% | -20.5% | +44.9% | +33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling