+116.6%
TYL vs DOC
-2.1%
+118.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.8% | -2.2% | -3.5% |
| 7D | -3.7% | -1.5% | -2.2% | -3.3% |
| 30D | +18.7% | -4.8% | +23.5% | +20.3% |
| 3M | +18.1% | +6.9% | +11.2% | +16.0% |
| 6M | -1.1% | +20.7% | -21.9% | -6.7% |
| YTD | -19.8% | +34.1% | -54.0% | -26.4% |
| 1Y | -34.3% | +22.6% | -57.0% | -38.4% |
| 3Y | -8.2% | +20.8% | -29.1% | -14.7% |
| 5Y | -25.4% | -24.9% | -0.6% | -22.5% |
| All | +116.6% | -2.1% | +118.7% | +109.5% |
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