-70.5%
DOCU vs TYL
-20.5%
-50.0%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -3.5% |
| 7D | -3.2% | +15.1% | -18.3% | -15.2% |
| 30D | +15.7% | +30.1% | -14.4% | -9.9% |
| 3M | +37.3% | +40.4% | -3.1% | -1.0% |
| 6M | +63.1% | +31.3% | +31.8% | +24.1% |
| YTD | +15.4% | -5.2% | +20.6% | +17.9% |
| 1Y | +11.3% | -6.6% | +17.9% | +15.0% |
| 3Y | +92.1% | +3.4% | +88.7% | +57.7% |
| 5Y | -70.5% | -19.3% | -51.2% | -64.5% |
| All | -70.5% | -20.5% | -50.0% | -64.5% |
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 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