-73.2%
DOCS vs TYL
-25.2%
-48.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.0% | +1.3% | +0.1% |
| 7D | -1.4% | -3.7% | +2.3% | +1.2% |
| 30D | +21.8% | +18.7% | +3.1% | +7.8% |
| 3M | +27.3% | +18.1% | +9.2% | +11.9% |
| 6M | -0.3% | -1.1% | +0.8% | -0.8% |
| YTD | -40.5% | -19.8% | -20.7% | -31.8% |
| 1Y | -61.5% | -34.3% | -27.2% | -48.7% |
| 3Y | +8.2% | -8.2% | +16.4% | -0.1% |
| All | -73.2% | -25.2% | -48.0% | -70.4% |
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