+103.3%
TYL vs DBX
+11.7%
+91.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | +4.3% | -7.3% | +11.6% | +6.9% |
| 30D | +28.0% | -5.7% | +33.7% | +30.5% |
| 3M | +32.3% | -6.3% | +38.7% | +35.0% |
| 6M | +29.9% | +12.1% | +17.8% | +24.9% |
| YTD | -7.1% | +16.5% | -23.7% | -12.2% |
| 1Y | -9.2% | +6.1% | -15.3% | -11.8% |
| 3Y | +0.7% | +21.8% | -21.1% | -9.5% |
| 5Y | -21.1% | +19.1% | -40.2% | -29.8% |
| All | +103.3% | +11.7% | +91.6% | +68.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling