+1.9%
TYL vs DBX
+33.4%
-31.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.8% | -1.3% |
| 7D | +6.7% | -4.4% | +11.0% | +8.2% |
| 30D | +26.5% | +4.8% | +21.8% | +24.7% |
| 3M | +37.3% | +0.3% | +36.9% | +37.0% |
| 6M | +31.2% | +40.4% | -9.2% | +18.4% |
| YTD | -7.4% | +24.7% | -32.0% | -14.0% |
| 1Y | -9.6% | +20.9% | -30.5% | -15.7% |
| 3Y | +1.9% | +34.5% | -32.6% | -9.8% |
| All | +1.9% | +33.4% | -31.5% | -9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling