+273.1%
TSM vs DOCU
-78.0%
+351.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.7% | -0.8% | +2.2% |
| 7D | +2.7% | +6.9% | -4.2% | +1.5% |
| 30D | +3.6% | +19.0% | -15.4% | +0.2% |
| 3M | -3.4% | +34.3% | -37.7% | -9.2% |
| 6M | +20.6% | +48.0% | -27.4% | +10.5% |
| YTD | +41.9% | 0.0% | +41.9% | +39.7% |
| 1Y | +84.4% | -10.3% | +94.6% | +84.7% |
| 3Y | +380.2% | +32.4% | +347.8% | +328.8% |
| All | +273.1% | -78.0% | +351.1% | +292.3% |
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 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