+72.2%
DOCU vs TYL
+63.4%
+8.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.0% | +7.7% | +7.2% |
| 7D | +6.9% | -3.7% | +10.6% | +10.1% |
| 30D | +19.0% | +18.7% | +0.3% | +2.1% |
| 3M | +34.3% | +18.1% | +16.2% | +14.8% |
| 6M | +48.0% | -1.1% | +49.1% | +47.6% |
| YTD | 0.0% | -19.8% | +19.8% | +18.4% |
| 1Y | -10.3% | -34.3% | +24.0% | +26.9% |
| 3Y | +32.4% | -8.2% | +40.6% | +26.6% |
| 5Y | -77.9% | -25.4% | -52.5% | -73.1% |
| All | +72.2% | +63.4% | +8.8% | +4.5% |
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