+373.3%
DXCM vs TYL
+183.3%
+190.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.7% | +1.5% |
| 7D | -3.6% | -1.6% | -2.1% | -2.9% |
| 30D | -4.3% | +22.1% | -26.4% | -13.1% |
| 3M | -10.4% | +33.4% | -43.7% | -22.4% |
| 6M | +33.1% | +36.8% | -3.7% | +12.9% |
| YTD | +22.6% | -6.7% | +29.3% | +22.8% |
| 1Y | +36.5% | -9.2% | +45.8% | +38.4% |
| 3Y | -13.5% | +1.2% | -14.6% | -23.1% |
| 5Y | -49.6% | -23.0% | -26.6% | -48.4% |
| All | +373.3% | +183.3% | +190.0% | +161.5% |
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