+72.2%
DOCU vs TMF
-79.1%
+151.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.7% |
| 7D | +6.9% | -1.4% | +8.3% | +6.9% |
| 30D | +19.0% | -2.8% | +21.8% | +19.1% |
| 3M | +34.3% | -10.9% | +45.2% | +34.8% |
| 6M | +48.0% | -21.3% | +69.3% | +49.1% |
| YTD | 0.0% | -15.9% | +15.9% | +0.5% |
| 1Y | -10.3% | -15.7% | +5.5% | -9.8% |
| 3Y | +32.4% | -43.4% | +75.8% | +33.1% |
| 5Y | -77.9% | -87.8% | +9.8% | -79.1% |
| All | +72.2% | -79.1% | +151.2% | +135.3% |
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