+423.1%
DXCM vs TYL
+174.6%
+248.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.4% |
| 7D | -4.4% | +3.5% | -7.9% | -5.8% |
| 30D | -3.6% | +26.9% | -30.5% | -14.0% |
| 3M | -4.3% | +33.8% | -38.2% | -17.2% |
| 6M | +33.8% | +28.8% | +4.9% | +16.9% |
| YTD | +22.1% | -7.9% | +30.0% | +23.1% |
| 1Y | +47.4% | -9.8% | +57.2% | +49.8% |
| 3Y | -12.3% | +1.2% | -13.4% | -22.1% |
| 5Y | -49.1% | -22.8% | -26.3% | -47.9% |
| 10Y | +423.1% | +168.8% | +254.3% | +205.8% |
| All | +423.1% | +174.6% | +248.6% | +205.8% |
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 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