+187.8%
TYL vs DTE
+152.1%
+35.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +0.8% | +3.4% | -2.6% | -0.1% |
| 30D | +21.1% | +8.9% | +12.2% | +18.4% |
| 3M | +28.9% | +1.1% | +27.9% | +28.5% |
| 6M | +42.0% | +0.1% | +41.9% | +41.7% |
| YTD | -6.6% | +11.1% | -17.6% | -9.8% |
| 1Y | -9.1% | +4.9% | -14.0% | -10.8% |
| 3Y | +1.8% | +58.6% | -56.7% | -11.5% |
| 5Y | -22.9% | +47.3% | -70.2% | -31.7% |
| All | +187.8% | +152.1% | +35.7% | +143.0% |
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