-51.1%
DOCS vs TD
+103.3%
-154.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.0% | -0.3% | -2.2% |
| 7D | -1.3% | -3.2% | +1.9% | +0.5% |
| 30D | +19.4% | +4.9% | +14.5% | +16.6% |
| 3M | +53.4% | +2.3% | +51.1% | +51.4% |
| 6M | +28.8% | +17.8% | +11.0% | +16.5% |
| YTD | -25.1% | +33.5% | -58.6% | -37.3% |
| 1Y | -48.1% | +55.9% | -104.1% | -60.9% |
| 3Y | +51.4% | +131.5% | -80.2% | -12.8% |
| 5Y | -51.1% | +103.3% | -154.4% | -68.8% |
| All | -51.1% | +103.3% | -154.3% | -68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling