+189.7%
TMO vs DOCU
+71.3%
+118.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.9% | +3.1% | -1.0% |
| 7D | +0.4% | +0.7% | -0.3% | +0.3% |
| 30D | +1.5% | +8.0% | -6.5% | +0.1% |
| 3M | +28.5% | +41.0% | -12.5% | +21.1% |
| 6M | +20.4% | +33.7% | -13.3% | +13.9% |
| YTD | +4.3% | -4.9% | +9.1% | +3.7% |
| 1Y | +24.1% | -20.4% | +44.5% | +26.3% |
| 3Y | +17.5% | +29.6% | -12.1% | +6.8% |
| 5Y | +6.8% | -76.9% | +83.7% | +18.1% |
| All | +189.7% | +71.3% | +118.5% | +125.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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