+370.4%
TTMI vs DOCU
+104.2%
+266.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -1.7% | +8.6% | +7.1% |
| 7D | -19.8% | -5.5% | -14.3% | -19.2% |
| 30D | -48.1% | +12.6% | -60.8% | -49.1% |
| 3M | -51.2% | +36.4% | -87.6% | -53.7% |
| 6M | -59.6% | +66.8% | -126.4% | -63.3% |
| YTD | -3.6% | +13.5% | -17.1% | -7.6% |
| 1Y | -2.3% | +11.3% | -13.6% | -6.0% |
| 3Y | +369.4% | +92.1% | +277.3% | +300.4% |
| 5Y | +365.4% | -71.0% | +436.4% | +389.0% |
| All | +370.4% | +104.2% | +266.1% | +142.2% |
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