+47.3%
DLR vs TYL
+2.6%
+44.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | -0.2% |
| 7D | -3.6% | +6.7% | -10.3% | -3.9% |
| 30D | -3.5% | +26.5% | -30.0% | -4.6% |
| 3M | -8.9% | +37.3% | -46.2% | -10.7% |
| 6M | -11.6% | +31.2% | -42.7% | -13.2% |
| YTD | +14.9% | -7.4% | +22.3% | +19.6% |
| 1Y | +6.4% | -9.6% | +16.0% | +11.3% |
| 3Y | +47.3% | +1.9% | +45.4% | +43.8% |
| All | +47.3% | +2.6% | +44.7% | +43.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling