-22.8%
DOCN vs TYL
+26.0%
-48.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +4.7% | -11.9% | -3.2% |
| 7D | -20.0% | +17.3% | -37.3% | -7.9% |
| 30D | -38.8% | +28.9% | -67.7% | -23.5% |
| 3M | -34.8% | +35.1% | -69.9% | -14.4% |
| 6M | -22.8% | +29.3% | -52.1% | +8.9% |
| All | -22.8% | +26.0% | -48.7% | +8.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling