+459.4%
TTD vs DOC
+14.9%
+444.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -2.9% | -3.1% |
| 7D | -1.9% | +6.2% | -8.1% | -4.6% |
| 30D | +7.5% | +6.5% | +1.0% | +4.3% |
| 3M | -32.4% | -6.2% | -26.2% | -30.6% |
| 6M | -47.9% | +25.6% | -73.5% | -54.0% |
| YTD | -66.3% | +32.1% | -98.3% | -71.1% |
| 1Y | -73.1% | +20.3% | -93.4% | -75.9% |
| 3Y | -83.8% | +42.7% | -126.5% | -87.1% |
| 5Y | -81.3% | -22.2% | -59.2% | -79.8% |
| All | +459.4% | +14.9% | +444.5% | +428.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling