-37.0%
DOCS vs TD
+56.3%
-93.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.1% | +2.5% |
| 7D | -4.2% | -3.1% | -1.1% | -4.1% |
| 30D | +8.6% | +6.7% | +1.9% | +9.6% |
| 3M | +27.2% | +3.1% | +24.1% | +27.7% |
| 6M | +26.5% | +17.6% | +8.9% | +28.9% |
| YTD | -25.0% | +34.8% | -59.8% | -22.5% |
| 1Y | -37.0% | +55.6% | -92.6% | -27.8% |
| All | -37.0% | +56.3% | -93.3% | -27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling