-10.3%
DOCU vs TLN
-17.2%
+6.9%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.8% | -0.1% | +3.9% |
| 7D | +6.9% | +7.1% | -0.2% | +7.4% |
| 30D | +19.0% | -3.9% | +22.9% | +18.7% |
| 3M | +34.3% | -16.2% | +50.5% | +33.1% |
| 6M | +48.0% | -5.8% | +53.8% | +45.6% |
| YTD | 0.0% | -15.4% | +15.4% | -0.6% |
| 1Y | -10.3% | -16.7% | +6.4% | -7.4% |
| All | -10.3% | -17.2% | +6.9% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling