+104.0%
TYL vs DVA
+186.3%
-82.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.7% |
| 7D | -8.6% | +2.0% | -10.6% | -8.8% |
| 30D | +7.5% | -0.4% | +7.9% | +7.6% |
| 3M | +10.9% | -7.7% | +18.6% | +11.9% |
| 6M | -6.7% | +20.0% | -26.7% | -9.5% |
| YTD | -24.5% | +61.1% | -85.6% | -30.5% |
| 1Y | -38.6% | +33.9% | -72.5% | -41.8% |
| 3Y | -12.6% | +91.5% | -104.2% | -24.0% |
| 5Y | -28.2% | +41.8% | -70.0% | -35.4% |
| 10Y | +104.0% | +187.5% | -83.5% | +63.3% |
| All | +104.0% | +186.3% | -82.3% | +63.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling