+39.8%
TMO vs DOCN
+171.0%
-131.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -1.0% |
| 7D | -1.4% | +1.1% | -2.5% | -1.5% |
| 30D | +6.2% | -9.6% | +15.9% | +7.0% |
| 3M | +27.5% | -37.7% | +65.1% | +32.4% |
| 6M | +20.0% | +115.2% | -95.3% | +5.3% |
| YTD | +6.1% | +133.7% | -127.6% | -8.4% |
| 1Y | +25.8% | +250.2% | -224.3% | +2.2% |
| 3Y | +11.2% | +320.3% | -309.1% | -15.1% |
| 5Y | +9.6% | +53.1% | -43.5% | -13.0% |
| All | +39.8% | +171.0% | -131.2% | +4.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling