-70.5%
DOCU vs TRMB
-38.4%
-32.1%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.8% | -1.0% |
| 7D | -3.2% | -17.9% | +14.7% | +11.3% |
| 30D | +15.7% | -12.0% | +27.7% | +25.1% |
| 3M | +37.3% | -8.4% | +45.7% | +43.1% |
| 6M | +63.1% | -21.5% | +84.7% | +94.2% |
| YTD | +15.4% | -31.5% | +46.9% | +54.3% |
| 1Y | +11.3% | -33.4% | +44.7% | +51.6% |
| 3Y | +92.1% | +26.5% | +65.6% | +30.5% |
| 5Y | -70.5% | -37.9% | -32.6% | -49.9% |
| All | -70.5% | -38.4% | -32.1% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 5y: compounded portfolio wealth divided by compounded TRMB 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…
5y analysis · Full analysis span regression · 6 months rolling