-16.0%
TNA vs DOCU
+110.9%
-127.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.9% |
| 7D | +7.7% | +1.6% | +6.1% | +6.8% |
| 30D | -0.7% | +10.8% | -11.5% | -6.2% |
| 3M | -25.4% | +38.0% | -63.3% | -38.2% |
| 6M | -11.8% | +77.4% | -89.2% | -38.0% |
| YTD | +23.9% | +17.2% | +6.8% | +5.9% |
| 1Y | +25.6% | +15.6% | +10.0% | +8.3% |
| 3Y | +137.1% | +95.6% | +41.5% | +45.2% |
| 5Y | -45.4% | -69.7% | +24.3% | -24.9% |
| All | -16.0% | +110.9% | -127.0% | -61.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling