+60.1%
DOCN vs TYL
-25.2%
+85.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.0% | +6.8% | +5.7% |
| 7D | +1.1% | -3.7% | +4.8% | +3.7% |
| 30D | -9.6% | +18.7% | -28.4% | -21.5% |
| 3M | -37.7% | +18.1% | -55.8% | -48.7% |
| 6M | +115.2% | -1.1% | +116.3% | +102.3% |
| YTD | +133.7% | -19.8% | +153.5% | +161.8% |
| 1Y | +250.2% | -34.3% | +284.5% | +375.8% |
| 3Y | +320.3% | -8.2% | +328.5% | +251.5% |
| All | +60.1% | -25.2% | +85.2% | +119.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling