+249.2%
DIA vs TYL
+115.8%
+133.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | +0.5% |
| 7D | -0.2% | -3.7% | +3.5% | +0.8% |
| 30D | -1.5% | +18.7% | -20.3% | -6.1% |
| 3M | +3.8% | +18.1% | -14.4% | -1.5% |
| 6M | +10.3% | -1.1% | +11.4% | +9.4% |
| YTD | +12.1% | -19.8% | +31.9% | +17.4% |
| 1Y | +18.6% | -34.3% | +53.0% | +31.8% |
| 3Y | +60.6% | -8.2% | +68.9% | +57.7% |
| 5Y | +64.4% | -25.4% | +89.8% | +68.1% |
| All | +249.2% | +115.8% | +133.4% | +156.4% |
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