+53.3%
DIA vs TYL
-21.3%
+74.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | 0.0% |
| 7D | -0.9% | +6.7% | -7.6% | -2.2% |
| 30D | +0.3% | +26.5% | -26.3% | -4.5% |
| 3M | -4.5% | +37.3% | -41.8% | -10.8% |
| 6M | +3.4% | +31.2% | -27.8% | -3.1% |
| YTD | +7.8% | -7.4% | +15.1% | +9.2% |
| 1Y | +10.7% | -9.6% | +20.3% | +12.8% |
| 3Y | +57.5% | +1.9% | +55.6% | +53.3% |
| All | +53.3% | -21.3% | +74.6% | +54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling