+264.0%
TSM vs DOCU
-71.6%
+335.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | -10.0% | -3.7% | -6.2% | -9.4% |
| 30D | -18.5% | +15.0% | -33.5% | -20.6% |
| 3M | -4.9% | +39.9% | -44.8% | -10.8% |
| 6M | -1.0% | +66.2% | -67.1% | -10.9% |
| YTD | +31.3% | +17.7% | +13.6% | +25.3% |
| 1Y | +36.0% | +13.7% | +22.3% | +30.5% |
| 3Y | +348.7% | +95.9% | +252.8% | +270.9% |
| 5Y | +264.0% | -71.7% | +335.6% | +256.6% |
| All | +264.0% | -71.6% | +335.5% | +256.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling