+187.8%
TYL vs DD
+97.1%
+90.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | +0.8% | +5.0% | -4.1% | -0.4% |
| 30D | +21.1% | +19.7% | +1.4% | +15.8% |
| 3M | +28.9% | +7.2% | +21.7% | +26.4% |
| 6M | +42.0% | +1.0% | +41.0% | +40.8% |
| YTD | -6.6% | +29.1% | -35.7% | -13.7% |
| 1Y | -9.1% | +28.5% | -37.5% | -16.0% |
| 3Y | +1.8% | +89.4% | -87.6% | -17.3% |
| 5Y | -22.9% | +67.1% | -90.1% | -36.3% |
| All | +187.8% | +97.1% | +90.7% | +139.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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