+1,458.7%
DIS vs TYL
+12,593.6%
-11,134.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.0% | +2.3% | -1.3% |
| 7D | -2.6% | -3.7% | +1.1% | -2.2% |
| 30D | +3.5% | +18.7% | -15.3% | +1.4% |
| 3M | +6.8% | +18.1% | -11.3% | +4.6% |
| 6M | +3.0% | -1.1% | +4.1% | +2.7% |
| YTD | -6.7% | -19.8% | +13.1% | -5.0% |
| 1Y | -10.1% | -34.3% | +24.2% | -6.4% |
| 3Y | +33.0% | -8.2% | +41.3% | +32.8% |
| 5Y | -40.0% | -25.4% | -14.6% | -39.0% |
| 10Y | +21.1% | +115.6% | -94.5% | +10.1% |
| All | +1,458.7% | +12,593.6% | -11,134.9% | +756.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling