+82.3%
DT vs TYL
+79.9%
+2.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.7% |
| 7D | -7.5% | +4.3% | -11.8% | -10.5% |
| 30D | -31.5% | +28.0% | -59.5% | -43.3% |
| 3M | -14.0% | +32.3% | -46.3% | -31.1% |
| 6M | +6.9% | +29.9% | -23.1% | -14.5% |
| YTD | +0.3% | -7.1% | +7.5% | +1.6% |
| 1Y | -6.9% | -9.2% | +2.3% | -4.3% |
| 3Y | -13.9% | +0.7% | -14.6% | -23.4% |
| 5Y | -39.9% | -21.1% | -18.9% | -34.7% |
| All | +82.3% | +79.9% | +2.5% | -16.8% |
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 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