+12.9%
TMO vs DOCU
-71.0%
+83.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +2.9% |
| 7D | -0.3% | -5.5% | +5.2% | +0.4% |
| 30D | +4.9% | +12.6% | -7.7% | +3.2% |
| 3M | +19.9% | +36.4% | -16.5% | +14.6% |
| 6M | +47.2% | +66.8% | -19.6% | +36.3% |
| YTD | +20.2% | +13.5% | +6.8% | +16.7% |
| 1Y | +23.2% | +11.3% | +11.9% | +19.7% |
| 3Y | +54.2% | +92.1% | -37.9% | +34.2% |
| All | +12.9% | -71.0% | +83.9% | +2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling