+104.9%
TYL vs DTE
+138.6%
-33.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.9% | -5.3% | -4.7% |
| 7D | -7.6% | +0.9% | -8.5% | -7.8% |
| 30D | +11.3% | -1.9% | +13.2% | +11.8% |
| 3M | +14.5% | -3.3% | +17.8% | +15.4% |
| 6M | -7.1% | -7.1% | 0.0% | -5.6% |
| YTD | -23.4% | +8.1% | -31.5% | -25.4% |
| 1Y | -38.6% | +5.3% | -43.8% | -39.8% |
| 3Y | -11.3% | +48.2% | -59.5% | -21.4% |
| 5Y | -28.0% | +33.2% | -61.2% | -34.5% |
| 10Y | +104.9% | +137.5% | -32.7% | +67.4% |
| All | +104.9% | +138.6% | -33.7% | +67.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling