+12,412.3%
TYL vs DD
+961.9%
+11,450.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.4% | -4.1% |
| 7D | -3.7% | -3.5% | -0.2% | -2.8% |
| 30D | +18.7% | -10.3% | +29.1% | +22.1% |
| 3M | +18.1% | -7.5% | +25.7% | +20.2% |
| 6M | -1.1% | -8.0% | +6.9% | -0.1% |
| YTD | -19.8% | +10.5% | -30.3% | -23.0% |
| 1Y | -34.3% | +38.3% | -72.6% | -41.0% |
| 3Y | -8.2% | +42.5% | -50.7% | -19.8% |
| 5Y | -25.4% | +60.2% | -85.6% | -37.3% |
| 10Y | +115.6% | +68.9% | +46.7% | +67.1% |
| All | +12,412.3% | +961.9% | +11,450.4% | +5,949.8% |
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