-24.8%
TYL vs DAR
-11.0%
-13.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +16.5% |
| 3M | +18.1% | +7.4% | +10.8% | +16.5% |
| 6M | -1.1% | +22.3% | -23.4% | -4.7% |
| YTD | -19.8% | +81.1% | -100.9% | -28.0% |
| 1Y | -34.3% | +106.5% | -140.8% | -42.7% |
| 3Y | -8.2% | +5.3% | -13.5% | -9.2% |
| All | -24.8% | -11.0% | -13.8% | -26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling