+788.3%
TTMI vs DOCU
+80.0%
+708.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.7% | +5.1% | +8.3% |
| 7D | +5.9% | +6.9% | -1.0% | +4.9% |
| 30D | -4.3% | +19.0% | -23.3% | -6.9% |
| 3M | -32.0% | +34.3% | -66.3% | -35.6% |
| 6M | +19.5% | +48.0% | -28.5% | +10.1% |
| YTD | +82.0% | 0.0% | +82.0% | +78.6% |
| 1Y | +172.6% | -10.3% | +182.9% | +172.2% |
| 3Y | +744.7% | +32.4% | +712.3% | +668.5% |
| 5Y | +805.6% | -77.9% | +883.5% | +896.9% |
| All | +788.3% | +80.0% | +708.2% | +367.9% |
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