+419.0%
TTMI vs DOCU
+111.8%
+307.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +0.2% | -10.3% | -10.1% |
| 7D | -19.2% | -3.7% | -15.5% | -18.8% |
| 30D | -44.9% | +15.0% | -59.8% | -46.1% |
| 3M | -44.7% | +39.9% | -84.6% | -47.7% |
| 6M | -53.4% | +66.2% | -119.6% | -57.6% |
| YTD | +6.3% | +17.7% | -11.3% | +1.5% |
| 1Y | +10.7% | +13.7% | -3.0% | +6.4% |
| 3Y | +401.2% | +95.9% | +305.3% | +326.7% |
| 5Y | +419.0% | -71.7% | +490.6% | +447.9% |
| All | +419.0% | +111.8% | +307.1% | +165.8% |
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