-11.3%
TYL vs DGX
+96.8%
-108.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.8% | -4.3% |
| 7D | -7.6% | -0.3% | -7.3% | -7.5% |
| 30D | +11.3% | -1.2% | +12.5% | +11.6% |
| 3M | +14.5% | +19.9% | -5.4% | +10.2% |
| 6M | -7.1% | +19.2% | -26.4% | -10.6% |
| YTD | -23.4% | +37.5% | -60.9% | -28.6% |
| 1Y | -38.6% | +31.3% | -69.8% | -42.1% |
| 3Y | -11.3% | +96.6% | -107.9% | -20.0% |
| All | -11.3% | +96.8% | -108.1% | -20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling