+95.7%
DOCU vs TDY
+234.1%
-138.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.8% | -1.4% |
| 7D | -4.8% | -2.5% | -2.3% | -4.0% |
| 30D | +9.4% | +4.8% | +4.5% | +6.9% |
| 3M | +29.0% | -6.9% | +36.0% | +31.9% |
| 6M | +62.3% | +3.5% | +58.8% | +57.5% |
| YTD | +13.7% | +26.0% | -12.3% | -0.9% |
| 1Y | +11.5% | +25.4% | -13.8% | -2.6% |
| 3Y | +94.2% | +70.9% | +23.3% | +45.8% |
| 5Y | -71.7% | +46.6% | -118.3% | -77.1% |
| All | +95.7% | +234.1% | -138.4% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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