+55.8%
DOCS vs TD
+130.6%
-74.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.0% | -0.3% | -2.8% |
| 7D | -1.3% | -3.2% | +1.9% | 0.0% |
| 30D | +19.4% | +4.9% | +14.5% | +17.7% |
| 3M | +53.4% | +2.3% | +51.1% | +52.2% |
| 6M | +28.8% | +17.8% | +11.0% | +20.0% |
| YTD | -25.1% | +33.5% | -58.6% | -34.3% |
| 1Y | -48.1% | +55.9% | -104.1% | -58.4% |
| All | +55.8% | +130.6% | -74.8% | -3.9% |
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