+198.1%
DOCN vs TDG
+135.1%
+63.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -1.5% | +14.1% | +13.5% |
| 7D | +16.3% | -0.9% | +17.2% | +16.8% |
| 30D | +2.0% | -6.5% | +8.6% | +5.9% |
| 3M | -25.2% | -5.1% | -20.1% | -24.0% |
| 6M | +132.7% | -11.5% | +144.2% | +143.3% |
| YTD | +163.3% | -13.9% | +177.2% | +178.1% |
| 1Y | +280.3% | -11.5% | +291.8% | +289.0% |
| 3Y | +371.8% | +53.7% | +318.2% | +164.9% |
| 5Y | +87.1% | +135.5% | -48.4% | -28.9% |
| All | +198.1% | +135.1% | +63.0% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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