+87.8%
DT vs TYL
+80.9%
+6.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | +3.1% | +0.8% | +2.3% | +2.5% |
| 30D | -29.5% | +21.1% | -50.7% | -39.3% |
| 3M | -11.7% | +28.9% | -40.6% | -27.9% |
| 6M | +29.0% | +42.0% | -13.0% | -3.6% |
| YTD | +3.4% | -6.6% | +10.0% | +4.3% |
| 1Y | -4.2% | -9.1% | +4.8% | -1.6% |
| 3Y | -12.8% | +1.8% | -14.7% | -23.1% |
| 5Y | -39.6% | -22.9% | -16.7% | -32.9% |
| All | +87.8% | +80.9% | +6.9% | -14.7% |
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