-9.9%
TYL vs DVA
+62.2%
-72.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.8% | -1.1% | +5.1% |
| 7D | +17.3% | +4.7% | +12.5% | +17.6% |
| 30D | +28.9% | +7.8% | +21.1% | +29.5% |
| 3M | +35.1% | -15.5% | +50.6% | +32.1% |
| 6M | +29.3% | +25.0% | +4.3% | +38.8% |
| YTD | -6.8% | +69.6% | -76.4% | +11.7% |
| 1Y | -9.9% | +60.6% | -70.5% | +9.5% |
| All | -9.9% | +62.2% | -72.1% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 1y: compounded portfolio wealth divided by compounded DVA 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…
1y analysis · Full analysis span regression · 6 months rolling