-82.3%
TTD vs DOC
+20.8%
-103.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.8% | -2.6% | -3.9% |
| 7D | +6.3% | -1.5% | +7.8% | +6.8% |
| 30D | -23.9% | -4.8% | -19.1% | -22.9% |
| 3M | -31.4% | +6.9% | -38.3% | -32.5% |
| 6M | -42.7% | +20.7% | -63.4% | -45.6% |
| YTD | -62.0% | +34.1% | -96.1% | -65.3% |
| 1Y | -72.2% | +22.6% | -94.9% | -73.8% |
| All | -82.3% | +20.8% | -103.0% | -84.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling