+97.7%
DOCN vs TYL
+0.4%
+97.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +4.7% | -11.9% | -10.1% |
| 7D | -20.0% | +17.3% | -37.3% | -28.6% |
| 30D | -38.8% | +28.9% | -67.7% | -49.3% |
| 3M | -34.8% | +35.1% | -69.9% | -49.4% |
| 6M | -22.8% | +29.3% | -52.1% | -41.9% |
| YTD | +74.6% | -6.8% | +81.4% | +71.2% |
| 1Y | +116.4% | -9.9% | +126.3% | +118.0% |
| 3Y | +239.3% | +1.7% | +237.7% | +167.6% |
| 5Y | -20.2% | -21.6% | +1.4% | -4.2% |
| All | +97.7% | +0.4% | +97.3% | +82.6% |
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