+12.9%
TMO vs DOCN
-32.3%
+45.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.5% | +0.1% | +2.4% |
| 7D | -0.3% | -19.2% | +18.8% | +1.6% |
| 30D | +4.9% | -43.1% | +48.0% | +10.3% |
| 3M | +19.9% | -40.7% | +60.6% | +24.7% |
| 6M | +47.2% | -55.0% | +102.1% | +55.9% |
| YTD | +20.2% | +50.6% | -30.4% | +6.2% |
| 1Y | +23.2% | +54.0% | -30.8% | +8.3% |
| 3Y | +54.2% | +203.9% | -149.7% | +17.3% |
| All | +12.9% | -32.3% | +45.1% | -6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling