+66.4%
DOCN vs TYL
+2.1%
+64.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +1.7% | -17.5% | -16.9% |
| 7D | -29.3% | +15.1% | -44.4% | -36.0% |
| 30D | -46.0% | +30.1% | -76.1% | -55.6% |
| 3M | -43.2% | +40.4% | -83.6% | -57.2% |
| 6M | -53.7% | +31.3% | -85.0% | -65.6% |
| YTD | +46.9% | -5.2% | +52.1% | +42.2% |
| 1Y | +54.3% | -6.6% | +60.9% | +50.9% |
| 3Y | +185.5% | +3.4% | +182.1% | +122.4% |
| 5Y | -31.1% | -19.3% | -11.8% | -18.8% |
| All | +66.4% | +2.1% | +64.2% | +51.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling