+39.4%
DG vs TYL
-8.1%
+47.4%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.4% | +0.2% |
| 7D | +5.2% | +4.3% | +0.9% | +4.1% |
| 30D | +7.9% | +28.0% | -20.0% | +2.0% |
| 3M | +12.7% | +32.3% | -19.6% | +5.8% |
| 6M | +22.4% | +29.9% | -7.5% | +14.8% |
| YTD | +5.4% | -7.1% | +12.5% | +10.1% |
| 1Y | +39.4% | -9.2% | +48.6% | +48.7% |
| All | +39.4% | -8.1% | +47.4% | +48.7% |
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