+98.6%
DOCU vs TD
+207.7%
-109.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +2.0% | -0.3% |
| 7D | -3.2% | -3.2% | 0.0% | -2.0% |
| 30D | +15.7% | +4.9% | +10.8% | +13.3% |
| 3M | +37.3% | +2.3% | +35.0% | +35.5% |
| 6M | +63.1% | +17.8% | +45.4% | +50.7% |
| YTD | +15.4% | +33.5% | -18.1% | +0.5% |
| 1Y | +11.3% | +55.9% | -44.6% | -9.8% |
| 3Y | +92.1% | +131.5% | -39.5% | +28.5% |
| 5Y | -70.5% | +103.3% | -173.8% | -78.8% |
| All | +98.6% | +207.7% | -109.1% | +46.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling