-22.4%
TYL vs DVA
+75.9%
-98.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -2.1% |
| 7D | +6.7% | +2.1% | +4.6% | +6.5% |
| 30D | +26.5% | +8.2% | +18.3% | +25.5% |
| 3M | +37.3% | +5.9% | +31.4% | +36.4% |
| 6M | +31.2% | -1.3% | +32.5% | +31.1% |
| YTD | -7.4% | +68.4% | -75.8% | -12.9% |
| 1Y | -9.6% | +57.5% | -67.0% | -14.1% |
| 3Y | +1.9% | +142.3% | -140.4% | -12.5% |
| All | -22.4% | +75.9% | -98.3% | -27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling