-22.4%
TYL vs DTE
+39.5%
-61.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.4% | -2.3% |
| 7D | +6.7% | -0.3% | +7.0% | +6.8% |
| 30D | +26.5% | +6.2% | +20.4% | +24.3% |
| 3M | +37.3% | -2.6% | +39.9% | +38.3% |
| 6M | +31.2% | -3.5% | +34.7% | +32.3% |
| YTD | -7.4% | +7.4% | -14.7% | -10.4% |
| 1Y | -9.6% | +4.2% | -13.8% | -11.6% |
| 3Y | +1.9% | +51.7% | -49.8% | -14.6% |
| All | -22.4% | +39.5% | -61.9% | -29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling