+54.0%
DOCN vs TT
-7.6%
+61.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | +0.1% | +1.3% |
| 7D | -19.2% | -2.0% | -17.1% | -17.9% |
| 30D | -43.1% | -14.0% | -29.0% | -38.7% |
| 3M | -40.7% | -15.9% | -24.8% | -36.0% |
| 6M | -55.0% | -17.3% | -37.7% | -51.0% |
| YTD | +50.6% | +4.0% | +46.7% | +56.0% |
| 1Y | +54.0% | -7.1% | +61.1% | +71.5% |
| All | +54.0% | -7.6% | +61.5% | +71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 1y: compounded portfolio wealth divided by compounded TT 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…
1y analysis · Full analysis span regression · 6 months rolling