-100.0%
DFNS vs TYL
+14.6%
-114.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.1% | -5.6% | -5.5% |
| 7D | -6.0% | +0.8% | -6.8% | -6.0% |
| 30D | -71.2% | +21.1% | -92.3% | -71.0% |
| 3M | -94.5% | +28.9% | -123.4% | -94.5% |
| 6M | -96.5% | +42.0% | -138.6% | -96.5% |
| YTD | -99.6% | -6.6% | -93.0% | -99.7% |
| 1Y | -99.7% | -9.1% | -90.6% | -99.7% |
| 3Y | -100.0% | +1.8% | -101.8% | -100.0% |
| 5Y | -100.0% | -22.9% | -77.0% | -100.0% |
| All | -100.0% | +14.6% | -114.5% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling