+95.7%
DOCU vs TD
+210.6%
-114.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.4% |
| 7D | -4.8% | -0.6% | -4.1% | -4.6% |
| 30D | +9.4% | +7.9% | +1.4% | +6.0% |
| 3M | +29.0% | +3.1% | +25.9% | +27.0% |
| 6M | +62.3% | +17.2% | +45.1% | +50.5% |
| YTD | +13.7% | +34.7% | -21.1% | -1.4% |
| 1Y | +11.5% | +56.9% | -45.4% | -9.8% |
| 3Y | +94.2% | +134.7% | -40.6% | +29.2% |
| 5Y | -71.7% | +104.8% | -176.5% | -79.8% |
| All | +95.7% | +210.6% | -114.9% | +44.1% |
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 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