+97.7%
DOCN vs TT
+171.9%
-74.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -1.7% | -5.5% | -5.9% |
| 7D | -20.0% | -8.5% | -11.6% | -14.4% |
| 30D | -38.8% | -12.8% | -26.0% | -31.8% |
| 3M | -34.8% | -12.9% | -21.9% | -27.6% |
| 6M | -22.8% | -15.2% | -7.5% | -13.4% |
| YTD | +74.6% | +6.2% | +68.4% | +61.8% |
| 1Y | +116.4% | -4.5% | +121.0% | +118.4% |
| 3Y | +239.3% | +93.6% | +145.8% | +77.8% |
| 5Y | -20.2% | +141.1% | -161.3% | -68.7% |
| All | +97.7% | +171.9% | -74.2% | -23.5% |
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 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