-54.2%
DOCS vs TD
+101.6%
-155.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.5% | -1.7% |
| 7D | -0.8% | -1.7% | +0.9% | +0.3% |
| 30D | +17.4% | +8.2% | +9.2% | +12.9% |
| 3M | +57.4% | +1.7% | +55.6% | +55.8% |
| 6M | +26.5% | +14.2% | +12.3% | +16.6% |
| YTD | -26.6% | +32.8% | -59.3% | -38.4% |
| 1Y | -48.1% | +55.5% | -103.5% | -60.7% |
| 3Y | +52.6% | +129.6% | -77.0% | -11.5% |
| All | -54.2% | +101.6% | -155.9% | -70.7% |
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