+340.0%
TTMI vs DOCU
+107.7%
+232.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.0% | -13.2% | -14.9% |
| 7D | -29.0% | -3.2% | -25.8% | -28.7% |
| 30D | -53.1% | +15.7% | -68.8% | -54.2% |
| 3M | -52.6% | +37.3% | -89.9% | -55.0% |
| 6M | -61.0% | +63.1% | -124.1% | -64.4% |
| YTD | -9.8% | +15.4% | -25.2% | -13.7% |
| 1Y | -11.2% | +11.3% | -22.5% | -14.4% |
| 3Y | +325.0% | +92.1% | +232.9% | +262.9% |
| 5Y | +335.4% | -70.5% | +405.9% | +356.5% |
| All | +340.0% | +107.7% | +232.3% | +126.1% |
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