+36.0%
DOCS vs TD
+133.6%
-97.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -0.6% | -0.7% | +0.1% | -0.2% |
| 30D | +6.3% | +7.6% | -1.3% | +3.9% |
| 3M | +26.5% | +3.0% | +23.5% | +25.2% |
| 6M | +24.8% | +16.8% | +7.9% | +17.0% |
| YTD | -26.8% | +34.3% | -61.1% | -35.8% |
| 1Y | -38.3% | +56.0% | -94.3% | -50.1% |
| 3Y | +36.0% | +132.4% | -96.3% | -14.0% |
| All | +36.0% | +133.6% | -97.5% | -14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling