+324.3%
DOCN vs TD
+123.2%
+201.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.4% | +4.2% | +3.9% |
| 7D | +1.1% | +0.3% | +0.8% | +0.8% |
| 30D | -9.6% | +0.4% | -10.0% | -9.7% |
| 3M | -37.7% | +7.6% | -45.3% | -40.9% |
| 6M | +115.2% | +25.0% | +90.2% | +78.6% |
| YTD | +133.7% | +31.0% | +102.7% | +84.9% |
| 1Y | +250.2% | +65.2% | +185.0% | +123.4% |
| All | +324.3% | +123.2% | +201.0% | +92.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling