+84.2%
DOCN vs TTMI
+427.9%
-343.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +13.3% | -5.2% | +2.2% |
| 7D | -12.8% | -1.6% | -11.2% | -12.1% |
| 30D | -41.9% | -37.7% | -4.2% | -29.8% |
| 3M | -36.9% | -45.1% | +8.2% | -20.1% |
| 6M | -52.2% | -52.1% | -0.1% | -37.2% |
| YTD | +62.7% | +9.2% | +53.5% | +38.8% |
| 1Y | +58.2% | +12.9% | +45.3% | +30.4% |
| 3Y | +219.5% | +445.5% | -226.0% | +12.1% |
| 5Y | -32.9% | +427.9% | -460.8% | -77.7% |
| All | +84.2% | +427.9% | -343.7% | -38.3% |
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