-23.0%
TYL vs DGX
+91.7%
-114.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.6% |
| 7D | -1.6% | +1.9% | -3.5% | -2.2% |
| 30D | +22.1% | +12.7% | +9.4% | +17.3% |
| 3M | +33.4% | +9.6% | +23.7% | +29.2% |
| 6M | +36.8% | +37.6% | -0.8% | +22.9% |
| YTD | -6.7% | +52.1% | -58.8% | -19.5% |
| 1Y | -9.2% | +41.3% | -50.5% | -19.6% |
| 3Y | +1.2% | +106.9% | -105.7% | -23.7% |
| 5Y | -23.0% | +90.7% | -113.7% | -42.3% |
| All | -23.0% | +91.7% | -114.7% | -42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling