-76.5%
DOCU vs TD
+124.9%
-201.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.4% | +5.1% | +4.5% |
| 7D | +6.9% | +0.3% | +6.6% | +6.7% |
| 30D | +19.0% | +0.4% | +18.6% | +18.4% |
| 3M | +34.3% | +7.6% | +26.7% | +27.5% |
| 6M | +48.0% | +25.0% | +23.0% | +26.6% |
| YTD | 0.0% | +31.0% | -31.0% | -17.3% |
| 1Y | -10.3% | +65.2% | -75.5% | -37.0% |
| 3Y | +32.4% | +122.5% | -90.1% | -27.0% |
| All | -76.5% | +124.9% | -201.5% | -85.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling