+11.3%
DOCU vs TLN
-20.5%
+31.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.3% | -2.4% |
| 7D | -3.2% | -9.4% | +6.1% | -4.3% |
| 30D | +15.7% | -15.2% | +30.9% | +13.7% |
| 3M | +37.3% | -4.1% | +41.4% | +37.1% |
| 6M | +63.1% | -17.8% | +81.0% | +61.6% |
| YTD | +15.4% | -15.6% | +31.0% | +15.0% |
| 1Y | +11.3% | -21.6% | +32.9% | +12.3% |
| All | +11.3% | -20.5% | +31.8% | +12.3% |
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