+1.9%
TYL vs DAR
+11.9%
-10.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.3% |
| 7D | +6.7% | -9.9% | +16.6% | +6.9% |
| 30D | +26.5% | -16.4% | +42.9% | +27.0% |
| 3M | +37.3% | -17.1% | +54.3% | +37.7% |
| 6M | +31.2% | -20.5% | +51.6% | +31.7% |
| YTD | -7.4% | +39.4% | -46.8% | -10.3% |
| 1Y | -9.6% | +57.2% | -66.8% | -13.4% |
| 3Y | +1.9% | +13.9% | -12.0% | -1.3% |
| All | +1.9% | +11.9% | -10.0% | -1.3% |
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