-50.1%
DXCM vs TYL
-21.3%
-28.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.3% | -3.7% | -5.1% |
| 7D | -3.5% | +6.7% | -10.2% | -5.9% |
| 30D | -5.8% | +26.5% | -32.3% | -14.5% |
| 3M | -4.3% | +37.3% | -41.6% | -16.4% |
| 6M | +31.6% | +31.2% | +0.4% | +16.2% |
| YTD | +19.6% | -7.4% | +27.0% | +20.9% |
| 1Y | +36.9% | -9.6% | +46.4% | +39.6% |
| 3Y | -16.3% | +1.9% | -18.2% | -26.7% |
| All | -50.1% | -21.3% | -28.8% | -45.0% |
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