-28.2%
DHR vs TYL
-28.2%
-0.1%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.3% | +0.3% |
| 7D | -0.8% | -7.6% | +6.8% | +1.8% |
| 30D | +0.2% | +11.3% | -11.1% | -3.6% |
| 3M | +12.1% | +14.5% | -2.4% | +6.5% |
| 6M | +5.4% | -7.1% | +12.6% | +7.0% |
| YTD | -10.0% | -23.4% | +13.4% | -2.6% |
| 1Y | +4.1% | -38.6% | +42.6% | +22.2% |
| 3Y | -5.2% | -11.3% | +6.1% | -7.0% |
| 5Y | -28.2% | -28.0% | -0.3% | -28.3% |
| All | -28.2% | -28.2% | -0.1% | -28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling