+194.9%
TMO vs DOCU
+80.0%
+114.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.7% | -4.5% | -1.3% |
| 7D | -1.4% | +6.9% | -8.2% | -2.4% |
| 30D | +6.2% | +19.0% | -12.8% | +3.1% |
| 3M | +27.5% | +34.3% | -6.8% | +21.0% |
| 6M | +20.0% | +48.0% | -28.1% | +11.7% |
| YTD | +6.1% | 0.0% | +6.1% | +4.7% |
| 1Y | +25.8% | -10.3% | +36.1% | +25.6% |
| 3Y | +11.2% | +32.4% | -21.2% | +0.8% |
| 5Y | +9.6% | -77.9% | +87.5% | +22.4% |
| All | +194.9% | +80.0% | +114.9% | +128.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling