+589.6%
DG vs TYL
+2,038.1%
-1,448.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.8% | -2.6% |
| 7D | +1.1% | +6.7% | -5.6% | -0.3% |
| 30D | +9.5% | +26.5% | -17.0% | +4.1% |
| 3M | +5.5% | +37.3% | -31.8% | -1.6% |
| 6M | +16.1% | +31.2% | -15.1% | +9.0% |
| YTD | +2.7% | -7.4% | +10.0% | +2.9% |
| 1Y | +42.1% | -9.6% | +51.6% | +43.2% |
| 3Y | +19.3% | +1.9% | +17.4% | +14.4% |
| 5Y | -35.3% | -21.1% | -14.2% | -35.7% |
| 10Y | +123.9% | +171.8% | -47.9% | +61.8% |
| All | +589.6% | +2,038.1% | -1,448.5% | +197.9% |
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