+33.2%
TFC vs DOCU
+104.2%
-71.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.7% | -0.7% |
| 7D | +1.2% | -5.5% | +6.8% | +1.9% |
| 30D | +8.3% | +12.6% | -4.3% | +6.7% |
| 3M | -5.2% | +36.4% | -41.6% | -8.9% |
| 6M | -0.8% | +66.8% | -67.6% | -7.4% |
| YTD | +3.4% | +13.5% | -10.0% | +0.7% |
| 1Y | +17.0% | +11.3% | +5.7% | +14.0% |
| 3Y | +86.2% | +92.1% | -5.9% | +67.2% |
| 5Y | -2.3% | -71.0% | +68.7% | -3.9% |
| All | +33.2% | +104.2% | -71.1% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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