+70.5%
DOCN vs TD
+135.3%
-64.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +3.0% |
| 7D | -19.2% | -1.7% | -17.5% | -17.8% |
| 30D | -43.1% | +8.2% | -51.3% | -46.4% |
| 3M | -40.7% | +1.7% | -42.4% | -41.2% |
| 6M | -55.0% | +14.2% | -69.2% | -59.4% |
| YTD | +50.6% | +32.8% | +17.9% | +18.8% |
| 1Y | +54.0% | +55.5% | -1.5% | +6.1% |
| 3Y | +203.9% | +129.6% | +74.3% | +48.7% |
| 5Y | -29.4% | +102.2% | -131.6% | -60.4% |
| All | +70.5% | +135.3% | -64.7% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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