+164.6%
DOCN vs TT
+196.7%
-32.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.2% | +2.4% |
| 7D | +1.1% | -0.2% | +1.4% | +1.3% |
| 30D | -9.6% | -7.4% | -2.3% | -4.6% |
| 3M | -37.7% | -3.2% | -34.5% | -36.7% |
| 6M | +115.2% | +1.1% | +114.1% | +108.6% |
| YTD | +133.7% | +15.6% | +118.1% | +102.2% |
| 1Y | +250.2% | +9.2% | +241.0% | +214.9% |
| 3Y | +320.3% | +124.4% | +195.9% | +92.5% |
| 5Y | +53.1% | +138.0% | -84.9% | -44.9% |
| All | +164.6% | +196.7% | -32.1% | -4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling