-99.6%
DFNS vs TYL
-10.1%
-89.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +4.7% | -23.0% | -22.3% |
| 7D | -27.7% | +17.3% | -44.9% | -38.5% |
| 30D | -58.0% | +28.9% | -86.9% | -67.6% |
| 3M | -94.0% | +35.1% | -129.0% | -95.9% |
| 6M | -94.6% | +29.3% | -123.9% | -95.9% |
| YTD | -99.4% | -6.8% | -92.7% | -99.6% |
| 1Y | -99.6% | -9.9% | -89.7% | -99.7% |
| All | -99.6% | -10.1% | -89.6% | -99.7% |
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