-24.8%
TYL vs DOC
-24.5%
-0.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.8% | -2.2% | -3.4% |
| 7D | -3.7% | -1.5% | -2.2% | -3.1% |
| 30D | +18.7% | -4.8% | +23.5% | +20.8% |
| 3M | +18.1% | +6.9% | +11.2% | +15.4% |
| 6M | -1.1% | +20.7% | -21.9% | -8.5% |
| YTD | -19.8% | +34.1% | -54.0% | -28.7% |
| 1Y | -34.3% | +22.6% | -57.0% | -39.7% |
| 3Y | -8.2% | +20.8% | -29.1% | -16.9% |
| All | -24.8% | -24.5% | -0.2% | -16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling