+235.9%
DIA vs TYL
+169.5%
+66.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | +0.9% | +4.3% | -3.4% | -0.2% |
| 30D | +1.1% | +28.0% | -26.8% | -5.4% |
| 3M | -2.9% | +32.3% | -35.2% | -10.3% |
| 6M | +5.9% | +29.9% | -24.0% | -2.5% |
| YTD | +9.8% | -7.1% | +16.9% | +10.3% |
| 1Y | +11.7% | -9.2% | +20.9% | +12.9% |
| 3Y | +59.5% | +0.7% | +58.8% | +53.2% |
| 5Y | +57.5% | -21.1% | +78.6% | +59.8% |
| 10Y | +235.9% | +180.8% | +55.1% | +127.5% |
| All | +235.9% | +169.5% | +66.4% | +127.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling