+168.9%
TYL vs DRI
+367.2%
-198.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.1% |
| 7D | +6.7% | +2.8% | +3.9% | +6.1% |
| 30D | +26.5% | +13.3% | +13.3% | +23.4% |
| 3M | +37.3% | +8.2% | +29.1% | +35.0% |
| 6M | +31.2% | +17.5% | +13.6% | +26.7% |
| YTD | -7.4% | +26.9% | -34.3% | -12.2% |
| 1Y | -9.6% | +31.6% | -41.1% | -15.0% |
| 3Y | +1.9% | +67.0% | -65.1% | -9.7% |
| 5Y | -21.1% | +72.9% | -94.0% | -31.2% |
| All | +168.9% | +367.2% | -198.3% | +115.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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