-37.1%
DOCS vs TD
+115.5%
-152.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.4% |
| 7D | +2.6% | +1.1% | +1.4% | +1.9% |
| 30D | +11.4% | +5.2% | +6.2% | +8.7% |
| 3M | +25.4% | +1.2% | +24.2% | +24.5% |
| 6M | +42.5% | +17.7% | +24.8% | +28.9% |
| YTD | -24.7% | +34.2% | -58.9% | -37.3% |
| 1Y | -32.9% | +55.4% | -88.4% | -49.3% |
| 3Y | +39.6% | +130.4% | -90.8% | -19.3% |
| 5Y | -54.6% | +101.8% | -156.4% | -71.0% |
| All | -37.1% | +115.5% | -152.6% | -61.4% |
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