-27.4%
DOCN vs TD
+103.6%
-131.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.7% | +3.7% |
| 7D | +27.4% | +0.6% | +26.8% | +26.8% |
| 30D | -29.7% | +5.0% | -34.7% | -32.3% |
| 3M | -32.5% | +1.1% | -33.6% | -32.7% |
| 6M | -42.2% | +16.5% | -58.6% | -49.1% |
| YTD | +87.2% | +34.3% | +52.9% | +43.6% |
| 1Y | +86.2% | +52.9% | +33.3% | +26.8% |
| 3Y | +257.4% | +132.2% | +125.2% | +63.2% |
| 5Y | -27.4% | +101.9% | -129.3% | -61.9% |
| All | -27.4% | +103.6% | -131.0% | -61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling