+54.3%
DOCN vs TYL
-8.4%
+62.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +1.7% | -17.5% | -15.1% |
| 7D | -29.3% | +15.1% | -44.4% | -24.8% |
| 30D | -46.0% | +30.1% | -76.1% | -39.9% |
| 3M | -43.2% | +40.4% | -83.6% | -35.3% |
| 6M | -53.7% | +31.3% | -85.0% | -46.4% |
| YTD | +46.9% | -5.2% | +52.1% | +86.5% |
| 1Y | +54.3% | -6.6% | +60.9% | +95.6% |
| All | +54.3% | -8.4% | +62.7% | +95.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling