+66.4%
DOCN vs TTMI
+336.0%
-269.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -15.2% | -0.6% | -9.1% |
| 7D | -29.3% | -29.0% | -0.3% | -17.6% |
| 30D | -46.0% | -53.1% | +7.1% | -26.1% |
| 3M | -43.2% | -52.6% | +9.4% | -23.1% |
| 6M | -53.7% | -61.0% | +7.3% | -33.2% |
| YTD | +46.9% | -9.8% | +56.8% | +36.6% |
| 1Y | +54.3% | -11.2% | +65.5% | +41.9% |
| 3Y | +185.5% | +325.0% | -139.5% | +12.5% |
| 5Y | -31.1% | +335.4% | -366.5% | -75.1% |
| All | +66.4% | +336.0% | -269.7% | -39.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling