+2,894.9%
DXCM vs TYL
+4,753.7%
-1,858.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +2.0% | +0.1% |
| 7D | -3.2% | -3.7% | +0.5% | -1.3% |
| 30D | +6.3% | +18.7% | -12.4% | -3.3% |
| 3M | +21.1% | +18.1% | +3.0% | +9.4% |
| 6M | +20.6% | -1.1% | +21.7% | +18.7% |
| YTD | +32.4% | -19.8% | +52.2% | +43.5% |
| 1Y | +8.8% | -34.3% | +43.2% | +31.0% |
| 3Y | -13.7% | -8.2% | -5.5% | -19.7% |
| 5Y | -35.2% | -25.4% | -9.8% | -32.7% |
| 10Y | +281.8% | +115.6% | +166.2% | +106.5% |
| All | +2,894.9% | +4,753.7% | -1,858.8% | +184.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling