-98.3%
DFNS vs TYL
-34.2%
-64.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.6% | +4.2% |
| 7D | -16.0% | -3.7% | -12.3% | -13.3% |
| 30D | -77.7% | +18.7% | -96.4% | -82.0% |
| 3M | -77.2% | +18.1% | -95.3% | -79.6% |
| 6M | -95.2% | -1.1% | -94.1% | -95.5% |
| YTD | -98.0% | -19.8% | -78.2% | -98.3% |
| 1Y | -98.3% | -34.3% | -63.9% | -98.8% |
| All | -98.3% | -34.2% | -64.1% | -98.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling