+4.3%
TYL vs DAR
+13.0%
-8.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.1% | +4.8% | +1.8% |
| 7D | +15.1% | -8.1% | +23.2% | +15.3% |
| 30D | +30.1% | -17.1% | +47.2% | +30.6% |
| 3M | +40.4% | -12.3% | +52.7% | +40.6% |
| 6M | +31.3% | -21.8% | +53.1% | +31.9% |
| YTD | -5.2% | +40.8% | -46.0% | -8.2% |
| 1Y | -6.6% | +57.4% | -64.0% | -10.5% |
| All | +4.3% | +13.0% | -8.7% | +1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling