+41.2%
DUK vs TYL
-25.2%
+66.4%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | -0.7% |
| 7D | 0.0% | -3.7% | +3.7% | +0.2% |
| 30D | -1.7% | +18.7% | -20.4% | -3.0% |
| 3M | -0.4% | +18.1% | -18.6% | -1.8% |
| 6M | -7.2% | -1.1% | -6.1% | -7.4% |
| YTD | +5.3% | -19.8% | +25.1% | +6.9% |
| 1Y | +3.0% | -34.3% | +37.3% | +6.7% |
| 3Y | +53.1% | -8.2% | +61.3% | +51.5% |
| All | +41.2% | -25.2% | +66.4% | +35.3% |
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