+173.5%
TYL vs DOC
+19.9%
+153.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.1% | +1.6% | +3.8% |
| 7D | +17.3% | +8.7% | +8.5% | +14.6% |
| 30D | +28.9% | +7.6% | +21.3% | +26.4% |
| 3M | +35.1% | -5.3% | +40.3% | +37.0% |
| 6M | +29.3% | +27.6% | +1.7% | +20.0% |
| YTD | -6.8% | +32.4% | -39.2% | -14.3% |
| 1Y | -9.9% | +22.9% | -32.8% | -15.5% |
| 3Y | +1.7% | +43.1% | -41.4% | -9.8% |
| 5Y | -21.6% | -21.4% | -0.2% | -19.1% |
| 10Y | +173.5% | +16.8% | +156.7% | +154.6% |
| All | +173.5% | +19.9% | +153.6% | +154.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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