+188.1%
DLR vs TYL
+169.5%
+18.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | +0.3% | +4.3% | -4.0% | -0.8% |
| 30D | +1.2% | +28.0% | -26.8% | -5.4% |
| 3M | -4.8% | +32.3% | -37.1% | -12.4% |
| 6M | -6.1% | +29.9% | -36.0% | -13.9% |
| YTD | +19.3% | -7.1% | +26.4% | +19.7% |
| 1Y | +10.0% | -9.2% | +19.2% | +11.0% |
| 3Y | +53.8% | +0.7% | +53.1% | +46.4% |
| 5Y | +39.1% | -21.1% | +60.2% | +37.6% |
| 10Y | +188.1% | +180.8% | +7.3% | +112.2% |
| All | +188.1% | +169.5% | +18.6% | +112.2% |
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