-10.0%
DHR vs TYL
-23.0%
+13.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | +1.2% | +0.8% | +0.4% | +0.9% |
| 30D | +3.7% | +21.1% | -17.4% | -2.9% |
| 3M | +14.5% | +28.9% | -14.4% | +4.6% |
| 6M | +40.9% | +42.0% | -1.1% | +23.8% |
| YTD | +2.4% | -6.6% | +9.0% | +3.2% |
| 1Y | +6.1% | -9.1% | +15.2% | +8.0% |
| 3Y | +21.0% | +1.8% | +19.2% | +14.0% |
| All | -10.0% | -23.0% | +13.0% | -13.0% |
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