+19,314.9%
TYL vs DGX
+8,858.2%
+10,456.7%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.8% |
| 7D | -3.7% | -2.3% | -1.4% | -3.2% |
| 30D | +18.7% | +0.6% | +18.2% | +18.6% |
| 3M | +18.1% | +21.4% | -3.3% | +12.9% |
| 6M | -1.1% | +14.7% | -15.8% | -4.5% |
| YTD | -19.8% | +38.4% | -58.2% | -26.0% |
| 1Y | -34.3% | +34.0% | -68.3% | -38.9% |
| 3Y | -8.2% | +92.7% | -100.9% | -22.3% |
| 5Y | -25.4% | +67.7% | -93.1% | -35.0% |
| 10Y | +115.6% | +248.0% | -132.4% | +57.5% |
| All | +19,314.9% | +8,858.2% | +10,456.7% | +9,795.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling