+11,916.0%
TYL vs DVA
+5,406.5%
+6,509.5%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -2.0% |
| 7D | +6.7% | +2.1% | +4.6% | +6.4% |
| 30D | +26.5% | +8.2% | +18.3% | +25.1% |
| 3M | +37.3% | +5.9% | +31.4% | +36.0% |
| 6M | +31.2% | -1.3% | +32.5% | +30.9% |
| YTD | -7.4% | +68.4% | -75.8% | -15.5% |
| 1Y | -9.6% | +57.5% | -67.0% | -16.8% |
| 3Y | +1.9% | +142.3% | -140.4% | -13.3% |
| 5Y | -21.1% | +75.0% | -96.1% | -30.9% |
| 10Y | +171.8% | +226.4% | -54.6% | +111.3% |
| All | +11,916.0% | +5,406.5% | +6,509.5% | +7,763.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling