+14,355.3%
TYL vs DTE
+3,497.0%
+10,858.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +24.1% |
| 3M | +37.3% | -2.6% | +39.9% | +38.4% |
| 6M | +31.2% | -3.5% | +34.7% | +32.4% |
| YTD | -7.4% | +7.4% | -14.7% | -10.1% |
| 1Y | -9.6% | +4.2% | -13.8% | -11.4% |
| 3Y | +1.9% | +51.7% | -49.8% | -12.9% |
| 5Y | -21.1% | +39.7% | -60.8% | -31.1% |
| 10Y | +171.8% | +137.5% | +34.3% | +88.1% |
| All | +14,355.3% | +3,497.0% | +10,858.3% | +4,500.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling