+235.7%
DIA vs TYL
+183.6%
+52.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +2.1% | +0.8% | +1.3% | +1.9% |
| 30D | +1.5% | +21.1% | -19.6% | -3.7% |
| 3M | -2.4% | +28.9% | -31.3% | -9.2% |
| 6M | +6.0% | +42.0% | -36.1% | -4.8% |
| YTD | +10.1% | -6.6% | +16.7% | +10.4% |
| 1Y | +11.8% | -9.1% | +20.9% | +13.0% |
| 3Y | +59.7% | +1.8% | +57.9% | +52.9% |
| 5Y | +57.9% | -22.9% | +80.8% | +61.7% |
| All | +235.7% | +183.6% | +52.1% | +126.8% |
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