+60.1%
DOCN vs TT
+140.2%
-80.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.2% | +2.3% |
| 7D | +1.1% | -0.2% | +1.4% | +1.4% |
| 30D | -9.6% | -7.4% | -2.3% | -4.3% |
| 3M | -37.7% | -3.2% | -34.5% | -36.7% |
| 6M | +115.2% | +1.1% | +114.1% | +108.0% |
| YTD | +133.7% | +15.6% | +118.1% | +99.8% |
| 1Y | +250.2% | +9.2% | +241.0% | +212.0% |
| 3Y | +320.3% | +124.4% | +195.9% | +75.9% |
| All | +60.1% | +140.2% | -80.1% | -40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling