+1,029.9%
TSM vs DOCU
+107.7%
+922.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -2.0% | -8.8% | -10.4% |
| 7D | -18.2% | -3.2% | -15.0% | -17.7% |
| 30D | -26.8% | +15.7% | -42.5% | -28.8% |
| 3M | -14.5% | +37.3% | -51.8% | -19.8% |
| 6M | -10.0% | +63.1% | -73.1% | -19.1% |
| YTD | +17.1% | +15.4% | +1.7% | +11.6% |
| 1Y | +21.5% | +11.3% | +10.2% | +16.4% |
| 3Y | +300.4% | +92.1% | +208.3% | +231.7% |
| 5Y | +224.7% | -70.5% | +295.2% | +248.8% |
| All | +1,029.9% | +107.7% | +922.2% | +752.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling