-43.0%
DT vs TYL
-21.3%
-21.7%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | +0.9% |
| 7D | -24.7% | +6.7% | -31.4% | -28.0% |
| 30D | -27.4% | +26.5% | -53.9% | -38.6% |
| 3M | -11.1% | +37.3% | -48.4% | -29.4% |
| 6M | +13.7% | +31.2% | -17.5% | -8.0% |
| YTD | +0.2% | -7.4% | +7.6% | +2.5% |
| 1Y | -5.7% | -9.6% | +3.9% | -2.0% |
| 3Y | -8.1% | +1.9% | -10.0% | -19.0% |
| All | -43.0% | -21.3% | -21.7% | -35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling