+101.7%
DOCU vs TD
+210.7%
-108.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +2.9% | +3.1% |
| 7D | -0.4% | -3.1% | +2.6% | +0.8% |
| 30D | +12.9% | +6.7% | +6.2% | +10.0% |
| 3M | +35.1% | +3.1% | +32.0% | +32.9% |
| 6M | +76.2% | +17.6% | +58.6% | +63.1% |
| YTD | +17.2% | +34.8% | -17.6% | +1.6% |
| 1Y | +16.4% | +55.6% | -39.2% | -5.5% |
| 3Y | +95.6% | +133.1% | -37.5% | +30.6% |
| 5Y | -68.5% | +104.7% | -173.2% | -77.5% |
| All | +101.7% | +210.7% | -108.9% | +48.5% |
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