+14.3%
TMO vs DOCN
+324.7%
-310.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -0.9% |
| 7D | -1.4% | +1.1% | -2.5% | -1.4% |
| 30D | +6.2% | -9.6% | +15.9% | +6.7% |
| 3M | +27.5% | -37.7% | +65.1% | +31.4% |
| 6M | +20.0% | +115.2% | -95.3% | +5.7% |
| YTD | +6.1% | +133.7% | -127.6% | -8.2% |
| 1Y | +25.8% | +250.2% | -224.3% | +1.7% |
| All | +14.3% | +324.7% | -310.4% | -16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling