+28.5%
DECK vs TYL
-22.4%
+50.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +4.7% | +1.3% | +4.2% |
| 7D | +10.4% | +17.3% | -6.9% | +3.8% |
| 30D | +11.1% | +28.9% | -17.8% | +0.5% |
| 3M | -10.8% | +35.1% | -45.8% | -21.2% |
| 6M | -8.7% | +29.3% | -38.1% | -18.7% |
| YTD | -14.0% | -6.8% | -7.3% | -12.7% |
| 1Y | +12.0% | -9.9% | +21.9% | +15.6% |
| 3Y | -10.5% | +1.7% | -12.1% | -15.7% |
| 5Y | +28.5% | -21.6% | +50.1% | +38.9% |
| All | +28.5% | -22.4% | +50.9% | +38.9% |
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