-76.5%
DOCU vs TYL
-25.2%
-51.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.0% | +7.7% | +7.4% |
| 7D | +6.9% | -3.7% | +10.6% | +10.2% |
| 30D | +19.0% | +18.7% | +0.3% | +1.2% |
| 3M | +34.3% | +18.1% | +16.2% | +13.6% |
| 6M | +48.0% | -1.1% | +49.1% | +47.4% |
| YTD | 0.0% | -19.8% | +19.8% | +20.4% |
| 1Y | -10.3% | -34.3% | +24.0% | +31.4% |
| 3Y | +32.4% | -8.2% | +40.6% | +19.7% |
| All | -76.5% | -25.2% | -51.4% | -70.6% |
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