+180.8%
TYL vs DTE
+146.7%
+34.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.4% | +0.7% |
| 7D | +4.3% | +3.5% | +0.8% | +3.3% |
| 30D | +28.0% | +9.5% | +18.4% | +24.9% |
| 3M | +32.3% | +2.5% | +29.8% | +31.3% |
| 6M | +29.9% | +0.6% | +29.4% | +29.4% |
| YTD | -7.1% | +10.5% | -17.6% | -10.1% |
| 1Y | -9.2% | +3.3% | -12.6% | -10.5% |
| 3Y | +0.7% | +56.3% | -55.6% | -12.1% |
| 5Y | -21.1% | +44.9% | -66.0% | -29.7% |
| 10Y | +180.8% | +149.2% | +31.6% | +138.3% |
| All | +180.8% | +146.7% | +34.1% | +138.3% |
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 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