-71.7%
DOCU vs TD
+101.6%
-173.3%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.3% |
| 7D | -5.5% | -1.7% | -3.9% | -4.7% |
| 30D | +12.6% | +8.2% | +4.4% | +7.7% |
| 3M | +36.4% | +1.7% | +34.7% | +34.4% |
| 6M | +66.8% | +14.2% | +52.6% | +51.6% |
| YTD | +13.5% | +32.8% | -19.3% | -7.4% |
| 1Y | +11.3% | +55.5% | -44.2% | -19.0% |
| 3Y | +92.1% | +129.6% | -37.6% | +2.1% |
| All | -71.7% | +101.6% | -173.3% | -83.1% |
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 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