+37.3%
DOCU vs TLN
+581.9%
-544.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.3% | -1.7% |
| 7D | -3.2% | -9.4% | +6.1% | -2.6% |
| 30D | +15.7% | -15.2% | +30.9% | +16.8% |
| 3M | +37.3% | -4.1% | +41.4% | +36.8% |
| 6M | +63.1% | -17.8% | +81.0% | +63.9% |
| YTD | +15.4% | -15.6% | +31.0% | +14.3% |
| 1Y | +11.3% | -21.6% | +32.9% | +11.5% |
| 3Y | +92.1% | +497.6% | -405.5% | +38.8% |
| All | +37.3% | +581.9% | -544.6% | -4.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling