-16.9%
TNA vs DOCU
+112.5%
-129.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.4% |
| 7D | +3.7% | +4.1% | -0.3% | +1.6% |
| 30D | +4.4% | +7.4% | -3.0% | +0.5% |
| 3M | -26.7% | +26.0% | -52.7% | -36.1% |
| 6M | -12.8% | +79.2% | -92.0% | -39.0% |
| YTD | +22.7% | +18.1% | +4.6% | +4.4% |
| 1Y | +35.7% | +20.5% | +15.1% | +14.1% |
| 3Y | +134.6% | +96.4% | +38.2% | +43.3% |
| 5Y | -46.0% | -69.5% | +23.5% | -26.0% |
| All | -16.9% | +112.5% | -129.4% | -61.8% |
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