-27.5%
DOCN vs TDG
+125.9%
-153.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.2% | -5.4% | -4.9% |
| 7D | +19.1% | +1.7% | +17.4% | +17.8% |
| 30D | -21.0% | +9.7% | -30.7% | -25.6% |
| 3M | -34.7% | -2.3% | -32.4% | -34.0% |
| 6M | -45.8% | +1.3% | -47.1% | -47.4% |
| YTD | +79.4% | -8.5% | +87.8% | +82.6% |
| 1Y | +91.0% | -8.1% | +99.1% | +93.6% |
| 3Y | +237.5% | +43.4% | +194.1% | +94.4% |
| All | -27.5% | +125.9% | -153.3% | -76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling