-46.8%
DXCM vs TYL
-20.5%
-26.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.7% | -6.2% | -5.2% |
| 7D | +5.7% | +15.1% | -9.4% | -0.1% |
| 30D | +1.3% | +30.1% | -28.8% | -9.1% |
| 3M | +2.2% | +40.4% | -38.2% | -11.6% |
| 6M | +42.0% | +31.3% | +10.7% | +25.3% |
| YTD | +27.3% | -5.2% | +32.5% | +27.3% |
| 1Y | +42.5% | -6.6% | +49.1% | +43.2% |
| 3Y | -13.3% | +3.4% | -16.7% | -24.5% |
| 5Y | -46.8% | -19.3% | -27.6% | -43.2% |
| All | -46.8% | -20.5% | -26.3% | -43.2% |
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