+37.4%
TMO vs DOCN
+205.3%
-167.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +12.6% | -14.4% | -2.9% |
| 7D | +0.4% | +16.3% | -15.9% | -1.1% |
| 30D | +1.5% | +2.0% | -0.5% | +1.0% |
| 3M | +28.5% | -25.2% | +53.7% | +30.9% |
| 6M | +20.4% | +132.7% | -112.3% | +5.0% |
| YTD | +4.3% | +163.3% | -159.0% | -11.1% |
| 1Y | +24.1% | +280.3% | -256.2% | +0.1% |
| 3Y | +17.5% | +371.8% | -354.4% | -11.4% |
| 5Y | +6.8% | +87.1% | -80.3% | -16.6% |
| All | +37.4% | +205.3% | -167.9% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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