-2.3%
TTMI vs DOCU
+10.1%
-12.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -1.7% | +8.6% | +6.2% |
| 7D | -19.8% | -5.5% | -14.3% | -21.7% |
| 30D | -48.1% | +12.6% | -60.8% | -45.2% |
| 3M | -51.2% | +36.4% | -87.6% | -43.9% |
| 6M | -59.6% | +66.8% | -126.4% | -48.8% |
| YTD | -3.6% | +13.5% | -17.1% | +23.3% |
| 1Y | -2.3% | +11.3% | -13.6% | +27.0% |
| All | -2.3% | +10.1% | -12.4% | +27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling