-24.8%
TYL vs DVA
+40.3%
-65.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.3% | -5.3% | -4.1% |
| 7D | -3.7% | +1.8% | -5.5% | -3.8% |
| 30D | +18.7% | -2.5% | +21.2% | +19.0% |
| 3M | +18.1% | -4.3% | +22.4% | +18.6% |
| 6M | -1.1% | +18.9% | -20.0% | -2.7% |
| YTD | -19.8% | +61.9% | -81.8% | -24.1% |
| 1Y | -34.3% | +35.7% | -70.0% | -36.2% |
| 3Y | -8.2% | +78.6% | -86.9% | -16.6% |
| All | -24.8% | +40.3% | -65.0% | -29.9% |
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