-9.2%
TYL vs DBX
+7.4%
-16.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.5% | -1.0% |
| 7D | -1.6% | -6.3% | +4.7% | +1.5% |
| 30D | +22.1% | -5.9% | +28.0% | +25.7% |
| 3M | +33.4% | -0.4% | +33.7% | +33.1% |
| 6M | +36.8% | +29.8% | +7.0% | +21.1% |
| YTD | -6.7% | +20.5% | -27.2% | -17.2% |
| 1Y | -9.2% | +8.7% | -17.9% | -19.7% |
| All | -9.2% | +7.4% | -16.7% | -19.7% |
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 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