+14,355.3%
TYL vs DD
+1,082.4%
+13,273.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.6% |
| 7D | +6.7% | +4.6% | +2.0% | +5.2% |
| 30D | +26.5% | +11.8% | +14.8% | +22.6% |
| 3M | +37.3% | +2.2% | +35.1% | +36.0% |
| 6M | +31.2% | -1.6% | +32.8% | +30.6% |
| YTD | -7.4% | +23.0% | -30.4% | -13.8% |
| 1Y | -9.6% | +26.9% | -36.5% | -16.7% |
| 3Y | +1.9% | +77.9% | -76.0% | -16.4% |
| 5Y | -21.1% | +59.9% | -81.0% | -33.7% |
| 10Y | +171.8% | +90.1% | +81.7% | +103.6% |
| All | +14,355.3% | +1,082.4% | +13,273.0% | +6,673.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling