+66.2%
DOCU vs TYL
+26.0%
+40.2%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.7% | -4.5% | -3.0% |
| 7D | -3.7% | +17.3% | -21.0% | -14.3% |
| 30D | +15.0% | +28.9% | -13.9% | -5.2% |
| 3M | +39.9% | +35.1% | +4.8% | +9.8% |
| 6M | +66.2% | +29.3% | +36.8% | +36.3% |
| All | +66.2% | +26.0% | +40.2% | +36.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling