+11.3%
DOCU vs TMF
-22.6%
+34.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.5% | -2.1% |
| 7D | -3.2% | +2.7% | -5.9% | -3.7% |
| 30D | +15.7% | +19.3% | -3.6% | +11.7% |
| 3M | +37.3% | -3.7% | +40.9% | +36.9% |
| 6M | +63.1% | -11.3% | +74.4% | +64.3% |
| YTD | +15.4% | -16.6% | +32.0% | +16.5% |
| 1Y | +11.3% | -21.1% | +32.4% | +13.9% |
| All | +11.3% | -22.6% | +34.0% | +13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling