+12,412.3%
TYL vs DTE
+3,490.8%
+8,921.5%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.8% |
| 7D | -3.7% | +0.2% | -3.8% | -3.7% |
| 30D | +18.7% | -2.6% | +21.3% | +19.7% |
| 3M | +18.1% | -3.9% | +22.0% | +19.6% |
| 6M | -1.1% | -7.9% | +6.8% | +1.2% |
| YTD | -19.8% | +7.2% | -27.0% | -22.2% |
| 1Y | -34.3% | +3.1% | -37.4% | -35.5% |
| 3Y | -8.2% | +47.6% | -55.8% | -20.8% |
| 5Y | -25.4% | +32.7% | -58.1% | -33.7% |
| 10Y | +115.6% | +138.8% | -23.2% | +48.8% |
| All | +12,412.3% | +3,490.8% | +8,921.5% | +3,884.8% |
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