+37.2%
TFC vs DOCU
+111.8%
-74.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.8% | +2.9% |
| 7D | +5.1% | -3.7% | +8.8% | +5.5% |
| 30D | +9.8% | +15.0% | -5.2% | +7.9% |
| 3M | -2.4% | +39.9% | -42.3% | -6.6% |
| 6M | +4.9% | +66.2% | -61.2% | -2.1% |
| YTD | +6.6% | +17.7% | -11.1% | +3.2% |
| 1Y | +21.3% | +13.7% | +7.6% | +17.9% |
| 3Y | +89.0% | +95.9% | -6.9% | +69.3% |
| 5Y | +1.5% | -71.7% | +73.2% | -0.3% |
| All | +37.2% | +111.8% | -74.6% | +3.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling