+11,848.0%
TYL vs DVA
+5,239.3%
+6,608.7%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.5% | -0.1% |
| 7D | +3.5% | -0.1% | +3.6% | +3.5% |
| 30D | +26.9% | +3.5% | +23.4% | +26.2% |
| 3M | +33.8% | +1.0% | +32.9% | +33.5% |
| 6M | +28.8% | -6.6% | +35.4% | +29.6% |
| YTD | -7.9% | +63.3% | -71.2% | -15.7% |
| 1Y | -9.8% | +50.0% | -59.8% | -16.4% |
| 3Y | +1.2% | +120.1% | -118.9% | -12.6% |
| 5Y | -22.8% | +73.7% | -96.5% | -32.3% |
| 10Y | +168.8% | +212.7% | -43.9% | +110.2% |
| All | +11,848.0% | +5,239.3% | +6,608.7% | +7,752.7% |
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