-100.0%
DFNS vs TYL
-21.3%
-78.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.3% | -9.9% | -12.3% |
| 7D | -44.0% | +6.7% | -50.7% | -43.8% |
| 30D | -69.1% | +26.5% | -95.7% | -68.9% |
| 3M | -95.6% | +37.3% | -132.9% | -95.6% |
| 6M | -96.2% | +31.2% | -127.3% | -96.2% |
| YTD | -99.6% | -7.4% | -92.2% | -99.7% |
| 1Y | -99.7% | -9.6% | -90.2% | -99.8% |
| 3Y | -100.0% | +1.9% | -101.9% | -100.0% |
| All | -100.0% | -21.3% | -78.7% | -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 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