+70.5%
DOCN vs TTMI
+366.1%
-295.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.9% | -4.4% | -0.5% |
| 7D | -19.2% | -19.8% | +0.7% | -10.9% |
| 30D | -43.1% | -48.1% | +5.1% | -25.5% |
| 3M | -40.7% | -51.2% | +10.5% | -20.7% |
| 6M | -55.0% | -59.6% | +4.6% | -36.2% |
| YTD | +50.6% | -3.6% | +54.2% | +35.9% |
| 1Y | +54.0% | -2.3% | +56.3% | +35.4% |
| 3Y | +203.9% | +369.4% | -165.5% | +14.2% |
| 5Y | -29.4% | +365.4% | -394.8% | -75.2% |
| All | +70.5% | +366.1% | -295.5% | -39.6% |
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