-99.9%
DFNS vs TYL
-1.7%
-98.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.6% | +0.5% |
| 7D | -16.0% | -3.7% | -12.3% | -16.1% |
| 30D | -77.7% | +18.7% | -96.4% | -77.6% |
| 3M | -77.2% | +18.1% | -95.3% | -77.1% |
| 6M | -95.2% | -1.1% | -94.1% | -95.4% |
| YTD | -98.0% | -19.8% | -78.2% | -98.2% |
| 1Y | -98.3% | -34.3% | -63.9% | -98.6% |
| 3Y | -99.9% | -8.2% | -91.6% | -99.9% |
| 5Y | -99.9% | -25.4% | -74.4% | -99.9% |
| All | -99.9% | -1.7% | -98.2% | -99.9% |
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