+215.7%
DHR vs TYL
+102.8%
+113.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.4% |
| 7D | -2.4% | -8.6% | +6.2% | +0.8% |
| 30D | -2.2% | +7.5% | -9.7% | -4.9% |
| 3M | +9.0% | +10.9% | -2.0% | +4.4% |
| 6M | +3.5% | -6.7% | +10.2% | +5.0% |
| YTD | -10.1% | -24.5% | +14.4% | -2.3% |
| 1Y | +6.2% | -38.6% | +44.8% | +24.7% |
| 3Y | -5.4% | -12.6% | +7.3% | -6.0% |
| 5Y | -27.9% | -28.2% | +0.3% | -24.9% |
| 10Y | +215.7% | +104.0% | +111.7% | +125.6% |
| All | +215.7% | +102.8% | +113.0% | +125.6% |
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