-100.0%
DFNS vs TYL
+13.9%
-113.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +0.8% | +12.0% | +12.9% |
| 7D | -37.0% | +4.3% | -41.3% | -36.8% |
| 30D | -63.4% | +28.0% | -91.3% | -63.1% |
| 3M | -94.1% | +32.3% | -126.4% | -94.0% |
| 6M | -96.3% | +29.9% | -126.2% | -96.3% |
| YTD | -99.6% | -7.1% | -92.5% | -99.6% |
| 1Y | -99.7% | -9.2% | -90.5% | -99.7% |
| 3Y | -100.0% | +0.7% | -100.7% | -100.0% |
| 5Y | -100.0% | -21.1% | -78.9% | -100.0% |
| All | -100.0% | +13.9% | -113.9% | -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 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