+105.1%
DOCN vs TTMI
+451.5%
-346.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +9.0% | +0.6% | +5.6% |
| 7D | +3.7% | +7.2% | -3.5% | +0.8% |
| 30D | -33.7% | -28.7% | -5.0% | -24.3% |
| 3M | -27.9% | -39.8% | +11.9% | -12.0% |
| 6M | -46.4% | -51.7% | +5.3% | -29.9% |
| YTD | +81.1% | +14.1% | +67.1% | +51.6% |
| 1Y | +74.3% | +16.0% | +58.3% | +42.0% |
| 3Y | +245.8% | +452.7% | -206.8% | +20.9% |
| 5Y | -23.7% | +451.5% | -475.3% | -75.2% |
| All | +105.1% | +451.5% | -346.4% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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