-5.9%
DT vs TYL
-8.8%
+2.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.4% |
| 7D | -20.2% | +3.5% | -23.8% | -21.5% |
| 30D | -30.8% | +26.9% | -57.7% | -38.0% |
| 3M | -10.2% | +33.8% | -44.0% | -21.9% |
| 6M | +8.0% | +28.8% | -20.8% | -5.4% |
| YTD | +1.5% | -7.9% | +9.3% | +4.1% |
| All | -5.9% | -8.8% | +2.9% | -3.0% |
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