+93.7%
DOCN vs TPG
+85.9%
+7.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -3.3% | +15.9% | +14.9% |
| 7D | +16.3% | -2.9% | +19.2% | +18.3% |
| 30D | +2.0% | +5.0% | -3.0% | -2.6% |
| 3M | -25.2% | +24.9% | -50.1% | -37.7% |
| 6M | +132.7% | +21.1% | +111.6% | +95.2% |
| YTD | +163.3% | -17.3% | +180.5% | +189.0% |
| 1Y | +280.3% | -9.8% | +290.2% | +285.0% |
| 3Y | +371.8% | +95.4% | +276.4% | +144.5% |
| All | +93.7% | +85.9% | +7.8% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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