+2,732.7%
DUK vs TYL
+14,603.2%
-11,870.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.2% | +0.6% |
| 7D | +1.9% | +4.3% | -2.4% | +1.7% |
| 30D | +10.5% | +28.0% | -17.4% | +9.2% |
| 3M | +7.3% | +32.3% | -25.0% | +5.8% |
| 6M | +5.7% | +29.9% | -24.2% | +4.2% |
| YTD | +12.9% | -7.1% | +20.0% | +12.8% |
| 1Y | +8.6% | -9.2% | +17.8% | +8.6% |
| 3Y | +63.5% | +0.7% | +62.8% | +62.3% |
| 5Y | +52.4% | -21.1% | +73.4% | +52.1% |
| 10Y | +157.4% | +180.8% | -23.4% | +142.6% |
| All | +2,732.7% | +14,603.2% | -11,870.5% | +2,201.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling