+7,989.6%
TYL vs DAR
+1,762.6%
+6,227.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.2% | -4.0% |
| 7D | -3.7% | +1.4% | -5.0% | -3.8% |
| 30D | +18.7% | +12.8% | +6.0% | +17.7% |
| 3M | +18.1% | +7.4% | +10.8% | +17.4% |
| 6M | -1.1% | +22.3% | -23.4% | -2.8% |
| YTD | -19.8% | +81.1% | -100.9% | -23.4% |
| 1Y | -34.3% | +106.5% | -140.8% | -38.0% |
| 3Y | -8.2% | +5.3% | -13.5% | -10.1% |
| 5Y | -25.4% | -11.5% | -13.9% | -26.5% |
| 10Y | +115.6% | +353.3% | -237.8% | +88.3% |
| All | +7,989.6% | +1,762.6% | +6,227.0% | +6,201.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling