+248.5%
DHR vs TYL
+183.3%
+65.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.9% | -1.2% |
| 7D | +2.6% | -1.6% | +4.1% | +3.1% |
| 30D | +4.2% | +22.1% | -17.9% | -3.4% |
| 3M | +13.0% | +33.4% | -20.3% | +0.9% |
| 6M | +40.2% | +36.8% | +3.4% | +23.2% |
| YTD | +2.0% | -6.7% | +8.7% | +2.2% |
| 1Y | +6.6% | -9.2% | +15.8% | +7.9% |
| 3Y | +19.9% | +1.2% | +18.8% | +13.0% |
| 5Y | -11.7% | -23.0% | +11.3% | -10.2% |
| All | +248.5% | +183.3% | +65.2% | +122.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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