+594.4%
TT vs DOCU
+111.8%
+482.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.8% | -1.7% |
| 7D | -8.5% | -3.7% | -4.8% | -8.1% |
| 30D | -12.8% | +15.0% | -27.8% | -14.1% |
| 3M | -12.9% | +39.9% | -52.8% | -16.0% |
| 6M | -15.2% | +66.2% | -81.4% | -20.1% |
| YTD | +6.2% | +17.7% | -11.5% | +3.4% |
| 1Y | -4.5% | +13.7% | -18.2% | -6.7% |
| 3Y | +93.6% | +95.9% | -2.3% | +74.3% |
| 5Y | +141.1% | -71.7% | +212.7% | +143.6% |
| All | +594.4% | +111.8% | +482.6% | +421.9% |
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