-37.3%
DOCS vs TD
+116.4%
-153.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.1% | +2.3% |
| 7D | -4.2% | -3.1% | -1.1% | -2.5% |
| 30D | +8.6% | +6.7% | +1.9% | +5.2% |
| 3M | +27.2% | +3.1% | +24.1% | +25.0% |
| 6M | +26.5% | +17.6% | +8.9% | +14.6% |
| YTD | -25.0% | +34.8% | -59.8% | -37.6% |
| 1Y | -37.0% | +55.6% | -92.6% | -52.3% |
| 3Y | +39.4% | +133.1% | -93.7% | -20.0% |
| 5Y | -56.7% | +104.7% | -161.3% | -72.5% |
| All | -37.3% | +116.4% | -153.7% | -61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 10y: compounded portfolio wealth divided by compounded TD 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…
10y analysis · Full analysis span regression · 6 months rolling