+7,930.8%
TD vs DOC
+768.6%
+7,162.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.8% |
| 7D | +0.3% | -1.5% | +1.8% | +0.8% |
| 30D | +0.4% | -4.8% | +5.2% | +1.9% |
| 3M | +7.6% | +6.9% | +0.8% | +5.0% |
| 6M | +25.0% | +20.7% | +4.3% | +16.3% |
| YTD | +31.0% | +34.1% | -3.1% | +17.4% |
| 1Y | +65.2% | +22.6% | +42.5% | +52.1% |
| 3Y | +122.5% | +20.8% | +101.7% | +101.7% |
| 5Y | +124.8% | -24.9% | +149.7% | +136.8% |
| 10Y | +298.2% | -1.8% | +300.0% | +263.9% |
| All | +7,930.8% | +768.6% | +7,162.3% | +3,339.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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