+101.7%
TYL vs DBX
+12.3%
+89.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.0% | +5.4% | +1.4% |
| 7D | +3.5% | -8.6% | +12.1% | +6.6% |
| 30D | +26.9% | -5.2% | +32.1% | +29.2% |
| 3M | +33.8% | -6.4% | +40.2% | +36.6% |
| 6M | +28.8% | +12.7% | +16.1% | +23.6% |
| YTD | -7.9% | +17.2% | -25.1% | -13.0% |
| 1Y | -9.8% | +5.5% | -15.3% | -12.2% |
| 3Y | +1.2% | +24.1% | -22.9% | -9.6% |
| 5Y | -22.8% | +14.2% | -37.0% | -30.7% |
| All | +101.7% | +12.3% | +89.3% | +66.7% |
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