-50.3%
DOCS vs TD
+110.3%
-160.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.1% |
| 7D | -1.4% | +0.3% | -1.7% | -1.6% |
| 30D | +21.8% | +0.4% | +21.4% | +21.3% |
| 3M | +27.3% | +7.6% | +19.7% | +21.6% |
| 6M | -0.3% | +25.0% | -25.3% | -13.4% |
| YTD | -40.5% | +31.0% | -71.5% | -49.8% |
| 1Y | -61.5% | +65.2% | -126.7% | -72.2% |
| 3Y | +8.2% | +122.5% | -114.3% | -36.3% |
| 5Y | -73.4% | +124.8% | -198.2% | -84.4% |
| All | -50.3% | +110.3% | -160.6% | -69.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling