+8,423.4%
TD vs DOC
+757.3%
+7,666.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.1% | -0.3% | +1.7% |
| 7D | +1.4% | +8.7% | -7.4% | -1.4% |
| 30D | +10.2% | +7.6% | +2.6% | +7.5% |
| 3M | +8.1% | -5.3% | +13.4% | +9.8% |
| 6M | +22.3% | +27.6% | -5.3% | +11.7% |
| YTD | +39.0% | +32.4% | +6.6% | +25.0% |
| 1Y | +62.6% | +22.9% | +39.8% | +49.7% |
| 3Y | +141.2% | +43.1% | +98.1% | +106.5% |
| 5Y | +112.4% | -21.4% | +133.8% | +120.3% |
| 10Y | +325.5% | +16.8% | +308.7% | +267.6% |
| All | +8,423.4% | +757.3% | +7,666.2% | +3,561.5% |
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