+180.8%
TYL vs DD
+100.9%
+79.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.6% |
| 7D | +4.3% | +2.2% | +2.1% | +3.7% |
| 30D | +28.0% | +20.7% | +7.3% | +22.1% |
| 3M | +32.3% | +11.3% | +21.0% | +28.6% |
| 6M | +29.9% | +6.0% | +23.9% | +27.2% |
| YTD | -7.1% | +31.7% | -38.8% | -14.6% |
| 1Y | -9.2% | +32.2% | -41.5% | -16.7% |
| 3Y | +0.7% | +92.7% | -92.0% | -18.5% |
| 5Y | -21.1% | +72.1% | -93.2% | -35.1% |
| 10Y | +180.8% | +99.7% | +81.1% | +127.0% |
| All | +180.8% | +100.9% | +79.9% | +127.0% |
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