+384.5%
DXCM vs TYL
+183.6%
+201.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.3% |
| 7D | +4.9% | +0.8% | +4.1% | +4.5% |
| 30D | -0.2% | +21.1% | -21.3% | -9.0% |
| 3M | -8.9% | +28.9% | -37.8% | -19.8% |
| 6M | +42.3% | +42.0% | +0.3% | +18.5% |
| YTD | +25.6% | -6.6% | +32.1% | +25.7% |
| 1Y | +39.5% | -9.1% | +48.6% | +41.3% |
| 3Y | -15.3% | +1.8% | -17.1% | -25.0% |
| 5Y | -48.4% | -22.9% | -25.5% | -47.2% |
| All | +384.5% | +183.6% | +201.0% | +167.6% |
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