-50.2%
DOCU vs TPG
+85.9%
-136.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.3% | -1.6% | -2.8% |
| 7D | +0.7% | -2.9% | +3.5% | +2.5% |
| 30D | +8.0% | +5.0% | +3.0% | +5.0% |
| 3M | +41.0% | +24.9% | +16.1% | +22.2% |
| 6M | +33.7% | +21.1% | +12.6% | +17.0% |
| YTD | -4.9% | -17.3% | +12.4% | +5.0% |
| 1Y | -20.4% | -9.8% | -10.6% | -17.5% |
| 3Y | +29.6% | +95.4% | -65.8% | -33.5% |
| All | -50.2% | +85.9% | -136.1% | -76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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