+7,190.8%
DECK vs TYL
+8,581.0%
-1,390.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +4.7% | +1.3% | +5.2% |
| 7D | +10.4% | +17.3% | -6.9% | +7.7% |
| 30D | +11.1% | +28.9% | -17.8% | +6.8% |
| 3M | -10.8% | +35.1% | -45.8% | -15.0% |
| 6M | -8.7% | +29.3% | -38.1% | -12.7% |
| YTD | -14.0% | -6.8% | -7.3% | -14.2% |
| 1Y | +12.0% | -9.9% | +21.9% | +12.3% |
| 3Y | -10.5% | +1.7% | -12.1% | -12.1% |
| 5Y | +28.5% | -21.6% | +50.1% | +30.8% |
| 10Y | +923.3% | +173.5% | +749.8% | +779.9% |
| All | +7,190.8% | +8,581.0% | -1,390.2% | +4,048.2% |
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