-38.6%
TYL vs DBX
+13.3%
-51.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.9% | -1.5% | -3.1% |
| 7D | -7.6% | -1.3% | -6.3% | -7.0% |
| 30D | +11.3% | -2.9% | +14.2% | +12.7% |
| 3M | +14.5% | +23.8% | -9.3% | +4.0% |
| 6M | -7.1% | +26.2% | -33.4% | -16.4% |
| YTD | -23.4% | +21.6% | -45.0% | -31.2% |
| 1Y | -38.6% | +11.4% | -50.0% | -44.2% |
| All | -38.6% | +13.3% | -51.9% | -44.2% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling