+116.6%
TYL vs DAR
+352.7%
-236.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.2% | -3.9% |
| 7D | -3.7% | +1.4% | -5.0% | -3.9% |
| 30D | +18.7% | +12.8% | +6.0% | +16.0% |
| 3M | +18.1% | +7.4% | +10.8% | +16.2% |
| 6M | -1.1% | +22.3% | -23.4% | -5.3% |
| YTD | -19.8% | +81.1% | -100.9% | -29.0% |
| 1Y | -34.3% | +106.5% | -140.8% | -43.6% |
| 3Y | -8.2% | +5.3% | -13.5% | -12.0% |
| 5Y | -25.4% | -11.5% | -13.9% | -27.4% |
| All | +116.6% | +352.7% | -236.1% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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