+95.3%
DOCU vs TD
+206.0%
-110.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.4% |
| 7D | -5.5% | -1.7% | -3.9% | -4.9% |
| 30D | +12.6% | +8.2% | +4.4% | +9.0% |
| 3M | +36.4% | +1.7% | +34.7% | +35.0% |
| 6M | +66.8% | +14.2% | +52.6% | +56.3% |
| YTD | +13.5% | +32.8% | -19.3% | -1.0% |
| 1Y | +11.3% | +55.5% | -44.2% | -9.7% |
| 3Y | +92.1% | +129.6% | -37.6% | +29.0% |
| 5Y | -71.0% | +102.2% | -173.2% | -79.1% |
| All | +95.3% | +206.0% | -110.6% | +44.7% |
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