-9.9%
TYL vs DBX
+22.5%
-32.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.3% | +1.4% | +3.1% |
| 7D | +17.3% | -1.1% | +18.4% | +17.8% |
| 30D | +28.9% | +5.0% | +23.9% | +26.0% |
| 3M | +35.1% | +4.6% | +30.5% | +31.9% |
| 6M | +29.3% | +43.9% | -14.6% | +10.2% |
| YTD | -6.8% | +29.9% | -36.6% | -19.8% |
| 1Y | -9.9% | +24.6% | -34.5% | -22.6% |
| All | -9.9% | +22.5% | -32.4% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 1y: compounded portfolio wealth divided by compounded DBX 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…
1y analysis · Full analysis span regression · 6 months rolling