+1,168.7%
TSM vs DOCU
+104.4%
+1,064.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | -2.1% | -3.4% | +1.3% | -1.4% |
| 30D | -12.5% | +9.3% | -21.8% | -14.0% |
| 3M | -5.0% | +30.2% | -35.2% | -10.0% |
| 6M | -3.2% | +62.1% | -65.3% | -12.8% |
| YTD | +31.5% | +13.5% | +18.0% | +25.6% |
| 1Y | +35.7% | +11.5% | +24.2% | +29.9% |
| 3Y | +323.5% | +89.5% | +234.0% | +251.6% |
| 5Y | +263.4% | -69.6% | +333.0% | +287.9% |
| All | +1,168.7% | +104.4% | +1,064.3% | +859.2% |
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 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