+54,893.9%
DHR vs TYL
+12,593.6%
+42,300.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.0% | +2.4% | -1.2% |
| 7D | -3.9% | -3.7% | -0.2% | -3.5% |
| 30D | +4.0% | +18.7% | -14.7% | +2.1% |
| 3M | +11.5% | +18.1% | -6.6% | +9.5% |
| 6M | +1.9% | -1.1% | +3.0% | +1.7% |
| YTD | -8.9% | -19.8% | +10.9% | -7.3% |
| 1Y | +5.1% | -34.3% | +39.4% | +9.0% |
| 3Y | -10.3% | -8.2% | -2.1% | -10.3% |
| 5Y | -27.8% | -25.4% | -2.4% | -26.6% |
| 10Y | +203.6% | +115.6% | +88.0% | +180.9% |
| All | +54,893.9% | +12,593.6% | +42,300.2% | +36,689.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling