+101.7%
DOCU vs TD
+209.5%
-107.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +1.6% | +0.6% | +1.0% | +1.3% |
| 30D | +10.8% | +5.0% | +5.9% | +8.6% |
| 3M | +38.0% | +1.1% | +36.9% | +36.9% |
| 6M | +77.4% | +16.5% | +60.9% | +64.9% |
| YTD | +17.2% | +34.3% | -17.1% | +1.8% |
| 1Y | +15.6% | +52.9% | -37.3% | -5.5% |
| 3Y | +95.6% | +132.2% | -36.6% | +30.8% |
| 5Y | -69.7% | +101.9% | -171.6% | -78.2% |
| All | +101.7% | +209.5% | -107.7% | +48.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling