+102.6%
DOCU vs TMF
-79.3%
+182.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | +0.1% |
| 7D | -3.7% | +4.0% | -7.7% | -3.9% |
| 30D | +15.0% | +19.5% | -4.5% | +14.2% |
| 3M | +39.9% | -3.5% | +43.4% | +40.0% |
| 6M | +66.2% | -10.6% | +76.7% | +66.7% |
| YTD | +17.7% | -17.1% | +34.8% | +18.3% |
| 1Y | +13.7% | -24.3% | +37.9% | +14.6% |
| 3Y | +95.9% | -27.2% | +123.1% | +96.8% |
| 5Y | -71.7% | -87.6% | +15.9% | -73.1% |
| All | +102.6% | -79.3% | +182.0% | +176.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling