+30.9%
DOCU vs TD
+123.2%
-92.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.4% | +5.1% | +3.9% |
| 7D | +6.9% | +0.3% | +6.6% | +6.8% |
| 30D | +19.0% | +0.4% | +18.6% | +18.8% |
| 3M | +34.3% | +7.6% | +26.7% | +32.0% |
| 6M | +48.0% | +25.0% | +23.0% | +39.5% |
| YTD | 0.0% | +31.0% | -31.0% | -7.0% |
| 1Y | -10.3% | +65.2% | -75.5% | -22.3% |
| All | +30.9% | +123.2% | -92.3% | +2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling