+9.5%
DLR vs TYL
-8.8%
+18.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.6% | +4.0% | +3.3% |
| 7D | +2.4% | +3.5% | -1.2% | +2.8% |
| 30D | +0.7% | +26.9% | -26.1% | +3.6% |
| 3M | -6.4% | +33.8% | -40.3% | -3.2% |
| 6M | -6.5% | +28.8% | -35.4% | -3.8% |
| YTD | +18.8% | -7.9% | +26.7% | +17.2% |
| All | +9.5% | -8.8% | +18.3% | +8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling