+12,412.3%
TYL vs DOC
+2,974.4%
+9,437.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.8% | -2.2% | -3.5% |
| 7D | -3.7% | -1.5% | -2.2% | -3.2% |
| 30D | +18.7% | -4.8% | +23.5% | +20.4% |
| 3M | +18.1% | +6.9% | +11.2% | +15.8% |
| 6M | -1.1% | +20.7% | -21.9% | -7.3% |
| YTD | -19.8% | +34.1% | -54.0% | -27.0% |
| 1Y | -34.3% | +22.6% | -57.0% | -38.7% |
| 3Y | -8.2% | +20.8% | -29.1% | -15.2% |
| 5Y | -25.4% | -24.9% | -0.6% | -21.3% |
| 10Y | +115.6% | -1.8% | +117.4% | +97.6% |
| All | +12,412.3% | +2,974.4% | +9,437.9% | +3,628.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling