+196.4%
DOCN vs TT
+85.3%
+111.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -4.4% | -11.5% | -13.1% |
| 7D | -29.3% | -9.0% | -20.3% | -24.7% |
| 30D | -46.0% | -17.6% | -28.4% | -39.0% |
| 3M | -43.2% | -18.7% | -24.5% | -35.5% |
| 6M | -53.7% | -17.4% | -36.3% | -48.0% |
| YTD | +46.9% | +1.5% | +45.4% | +43.3% |
| 1Y | +54.3% | -9.4% | +63.7% | +62.4% |
| All | +196.4% | +85.3% | +111.1% | +84.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling