+237.5%
DOCN vs TDG
+43.8%
+193.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.2% | -5.4% | -4.4% |
| 7D | +19.1% | +1.7% | +17.4% | +18.7% |
| 30D | -21.0% | +9.7% | -30.7% | -22.2% |
| 3M | -34.7% | -2.3% | -32.4% | -34.6% |
| 6M | -45.8% | +1.3% | -47.1% | -46.2% |
| YTD | +79.4% | -8.5% | +87.8% | +79.5% |
| 1Y | +91.0% | -8.1% | +99.1% | +90.8% |
| 3Y | +237.5% | +43.4% | +194.1% | +190.2% |
| All | +237.5% | +43.8% | +193.6% | +190.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling