+13.6%
TMUS vs DOCN
+236.1%
-222.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -7.2% | +10.2% | +2.6% |
| 7D | +7.5% | -20.0% | +27.5% | +6.1% |
| 30D | -3.3% | -38.8% | +35.5% | -5.6% |
| 3M | -9.7% | -34.8% | +25.2% | -11.3% |
| 6M | -17.2% | -22.8% | +5.6% | -18.1% |
| YTD | -20.3% | +74.6% | -95.0% | -19.7% |
| 1Y | -21.2% | +116.4% | -137.6% | -20.3% |
| All | +13.6% | +236.1% | -222.5% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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