+58.7%
TMO vs DOCU
+96.5%
-37.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +3.3% | +1.6% | +1.8% | +3.1% |
| 30D | +5.5% | +10.8% | -5.4% | +4.2% |
| 3M | +16.1% | +38.0% | -21.9% | +11.9% |
| 6M | +52.6% | +77.4% | -24.8% | +42.5% |
| YTD | +21.0% | +17.2% | +3.9% | +17.5% |
| 1Y | +19.4% | +15.6% | +3.8% | +15.9% |
| All | +58.7% | +96.5% | -37.9% | +51.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling