+97.9%
TYL vs DGX
+249.5%
-151.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.5% |
| 7D | -11.5% | -3.5% | -8.1% | -10.4% |
| 30D | +3.9% | -2.7% | +6.6% | +4.9% |
| 3M | +10.8% | +13.9% | -3.1% | +5.9% |
| 6M | -5.3% | +16.0% | -21.3% | -10.3% |
| YTD | -26.1% | +34.9% | -61.0% | -33.8% |
| 1Y | -38.5% | +30.6% | -69.1% | -44.4% |
| 3Y | -14.5% | +93.0% | -107.4% | -34.0% |
| 5Y | -28.9% | +64.4% | -93.3% | -42.3% |
| All | +97.9% | +249.5% | -151.6% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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