-23.1%
TYL vs DBX
+24.0%
-47.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | +0.8% | -3.3% | +4.1% | +2.2% |
| 30D | +21.1% | -5.9% | +27.0% | +24.4% |
| 3M | +28.9% | -6.7% | +35.6% | +32.6% |
| 6M | +42.0% | +28.0% | +14.0% | +26.8% |
| YTD | -6.6% | +20.6% | -27.2% | -15.1% |
| 1Y | -9.1% | +10.3% | -19.4% | -14.3% |
| 3Y | +1.8% | +24.0% | -22.2% | -15.9% |
| All | -23.1% | +24.0% | -47.1% | -37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling