+583.4%
DG vs TYL
+1,750.7%
-1,167.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.0% | +5.5% | +2.3% |
| 7D | +8.4% | -3.7% | +12.1% | +9.2% |
| 30D | +4.9% | +18.7% | -13.8% | +1.1% |
| 3M | +29.3% | +18.1% | +11.2% | +24.4% |
| 6M | -11.3% | -1.1% | -10.1% | -11.6% |
| YTD | +1.8% | -19.8% | +21.6% | +5.2% |
| 1Y | +25.3% | -34.3% | +59.7% | +35.1% |
| 3Y | +9.1% | -8.2% | +17.3% | +6.8% |
| 5Y | -34.9% | -25.4% | -9.5% | -34.6% |
| 10Y | +108.2% | +115.6% | -7.4% | +58.1% |
| All | +583.4% | +1,750.7% | -1,167.3% | +204.7% |
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 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