+58.8%
TMO vs DOCN
+245.3%
-186.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.3% | +0.4% |
| 7D | +0.8% | +19.1% | -18.3% | -0.3% |
| 30D | +4.0% | -21.0% | +25.0% | +5.1% |
| 3M | +17.6% | -34.7% | +52.3% | +19.7% |
| 6M | +57.3% | -45.8% | +103.0% | +61.2% |
| YTD | +21.2% | +79.4% | -58.2% | +6.2% |
| 1Y | +21.1% | +91.0% | -69.9% | +5.2% |
| 3Y | +58.8% | +237.5% | -178.6% | +27.0% |
| All | +58.8% | +245.3% | -186.5% | +27.0% |
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