+234.1%
TMO vs DOCU
+104.2%
+129.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +2.9% |
| 7D | -0.3% | -5.5% | +5.2% | +0.6% |
| 30D | +4.9% | +12.6% | -7.7% | +2.9% |
| 3M | +19.9% | +36.4% | -16.5% | +13.7% |
| 6M | +47.2% | +66.8% | -19.6% | +34.5% |
| YTD | +20.2% | +13.5% | +6.8% | +16.1% |
| 1Y | +23.2% | +11.3% | +11.9% | +19.2% |
| 3Y | +54.2% | +92.1% | -37.9% | +31.2% |
| 5Y | +14.3% | -71.0% | +85.2% | +21.6% |
| All | +234.1% | +104.2% | +129.8% | +153.0% |
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