+240.2%
DIA vs TYL
+168.7%
+71.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.2% |
| 7D | -0.9% | +6.7% | -7.6% | -2.6% |
| 30D | +0.3% | +26.5% | -26.3% | -5.9% |
| 3M | -4.5% | +37.3% | -41.8% | -12.6% |
| 6M | +3.4% | +31.2% | -27.8% | -5.1% |
| YTD | +7.8% | -7.4% | +15.1% | +8.3% |
| 1Y | +10.7% | -9.6% | +20.3% | +12.0% |
| 3Y | +57.5% | +1.9% | +55.6% | +50.7% |
| 5Y | +53.7% | -21.1% | +74.8% | +55.9% |
| All | +240.2% | +168.7% | +71.6% | +132.1% |
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