+98.6%
DOCU vs TMF
-79.2%
+177.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.5% | -2.0% |
| 7D | -3.2% | +2.7% | -5.9% | -3.3% |
| 30D | +15.7% | +19.3% | -3.6% | +14.9% |
| 3M | +37.3% | -3.7% | +40.9% | +37.4% |
| 6M | +63.1% | -11.3% | +74.4% | +63.7% |
| YTD | +15.4% | -16.6% | +32.0% | +16.0% |
| 1Y | +11.3% | -21.1% | +32.4% | +12.1% |
| 3Y | +92.1% | -26.8% | +118.9% | +92.9% |
| 5Y | -70.5% | -88.0% | +17.5% | -72.1% |
| All | +98.6% | -79.2% | +177.9% | +171.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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