+66.4%
DOCN vs TD
+136.6%
-70.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -4.0% | -11.9% | -12.5% |
| 7D | -29.3% | -3.2% | -26.0% | -27.0% |
| 30D | -46.0% | +4.9% | -50.9% | -47.9% |
| 3M | -43.2% | +2.3% | -45.5% | -43.9% |
| 6M | -53.7% | +17.8% | -71.5% | -59.3% |
| YTD | +46.9% | +33.5% | +13.4% | +15.4% |
| 1Y | +54.3% | +55.9% | -1.6% | +6.1% |
| 3Y | +185.5% | +131.5% | +54.0% | +38.7% |
| 5Y | -31.1% | +103.3% | -134.4% | -61.6% |
| All | +66.4% | +136.6% | -70.2% | -14.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling