+1,635.0%
DIS vs TYL
+14,906.9%
-13,271.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.1% | -1.6% |
| 7D | +5.7% | +15.1% | -9.4% | +4.0% |
| 30D | +12.7% | +30.1% | -17.4% | +9.3% |
| 3M | +15.2% | +40.4% | -25.2% | +10.6% |
| 6M | +17.6% | +31.3% | -13.7% | +13.4% |
| YTD | +3.8% | -5.2% | +9.0% | +3.6% |
| 1Y | +6.8% | -6.6% | +13.4% | +6.7% |
| 3Y | +42.1% | +3.4% | +38.7% | +39.8% |
| 5Y | -31.2% | -19.3% | -11.9% | -30.8% |
| 10Y | +37.6% | +178.1% | -140.5% | +21.7% |
| All | +1,635.0% | +14,906.9% | -13,271.9% | +833.7% |
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