+92.1%
DOCU vs TLN
+538.9%
-446.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +7.1% | -8.7% | -2.1% |
| 7D | -5.5% | -1.3% | -4.2% | -5.5% |
| 30D | +12.6% | -10.5% | +23.1% | +13.3% |
| 3M | +36.4% | +0.1% | +36.3% | +35.6% |
| 6M | +66.8% | -17.4% | +84.2% | +68.4% |
| YTD | +13.5% | -9.7% | +23.1% | +11.9% |
| 1Y | +11.3% | -12.3% | +23.6% | +10.1% |
| 3Y | +92.1% | +528.3% | -436.2% | +45.4% |
| All | +92.1% | +538.9% | -446.9% | +45.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling