-9.2%
TYL vs DD
+33.0%
-42.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.9% |
| 7D | +4.3% | +2.2% | +2.1% | +4.6% |
| 30D | +28.0% | +20.7% | +7.3% | +29.8% |
| 3M | +32.3% | +11.3% | +21.0% | +33.5% |
| 6M | +29.9% | +6.0% | +23.9% | +30.8% |
| YTD | -7.1% | +31.7% | -38.8% | -7.7% |
| 1Y | -9.2% | +32.2% | -41.5% | -10.0% |
| All | -9.2% | +33.0% | -42.3% | -10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling