-9.9%
TYL vs DTE
+5.6%
-15.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.4% | +2.3% | +4.5% |
| 7D | +17.3% | +4.2% | +13.0% | +17.0% |
| 30D | +28.9% | +10.0% | +18.9% | +29.0% |
| 3M | +35.1% | -2.1% | +37.1% | +33.6% |
| 6M | +29.3% | -4.7% | +34.0% | +28.6% |
| YTD | -6.8% | +9.3% | -16.1% | -5.1% |
| 1Y | -9.9% | +6.6% | -16.5% | -8.3% |
| All | -9.9% | +5.6% | -15.5% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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