-24.8%
TYL vs DBX
+7.0%
-31.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.4% | -1.6% | -2.9% |
| 7D | -3.7% | -2.4% | -1.2% | -2.6% |
| 30D | +18.7% | -0.5% | +19.2% | +18.9% |
| 3M | +18.1% | +28.1% | -9.9% | +5.8% |
| 6M | -1.1% | +33.1% | -34.2% | -13.6% |
| YTD | -19.8% | +25.3% | -45.1% | -28.0% |
| 1Y | -34.3% | +18.3% | -52.7% | -40.0% |
| 3Y | -8.2% | +25.0% | -33.2% | -23.3% |
| All | -24.8% | +7.0% | -31.7% | -38.6% |
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