-37.4%
DOCS vs TYL
-3.5%
-33.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.7% | -6.0% | -5.5% |
| 7D | -1.3% | +15.1% | -16.4% | -10.9% |
| 30D | +19.4% | +30.1% | -10.7% | -1.7% |
| 3M | +53.4% | +40.4% | +13.0% | +19.6% |
| 6M | +28.8% | +31.3% | -2.5% | +4.2% |
| YTD | -25.1% | -5.2% | -19.9% | -24.5% |
| 1Y | -48.1% | -6.6% | -41.5% | -47.2% |
| 3Y | +51.4% | +3.4% | +48.0% | +30.1% |
| 5Y | -51.1% | -19.3% | -31.8% | -47.4% |
| All | -37.4% | -3.5% | -33.9% | -36.9% |
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 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