+186.9%
DLR vs TYL
+167.3%
+19.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.6% | +4.0% | +3.5% |
| 7D | +2.4% | +3.5% | -1.2% | +1.4% |
| 30D | +0.7% | +26.9% | -26.1% | -5.6% |
| 3M | -6.4% | +33.8% | -40.3% | -14.2% |
| 6M | -6.5% | +28.8% | -35.4% | -14.1% |
| YTD | +18.8% | -7.9% | +26.7% | +19.4% |
| 1Y | +9.0% | -9.8% | +18.8% | +10.2% |
| 3Y | +54.5% | +1.2% | +53.3% | +46.7% |
| 5Y | +35.8% | -22.8% | +58.7% | +35.2% |
| All | +186.9% | +167.3% | +19.6% | +111.7% |
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 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