-55.0%
DOCN vs TDG
-2.8%
-52.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.9% | +2.6% |
| 7D | -19.2% | +4.4% | -23.5% | -18.5% |
| 30D | -43.1% | +9.2% | -52.3% | -41.9% |
| 3M | -40.7% | -5.2% | -35.5% | -42.8% |
| 6M | -55.0% | -2.9% | -52.0% | -55.3% |
| All | -55.0% | -2.8% | -52.2% | -55.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling