-80.8%
TTD vs DOC
-24.5%
-56.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.8% | -2.6% | -3.5% |
| 7D | +6.3% | -1.5% | +7.8% | +7.1% |
| 30D | -23.9% | -4.8% | -19.1% | -22.2% |
| 3M | -31.4% | +6.9% | -38.3% | -33.6% |
| 6M | -42.7% | +20.7% | -63.4% | -48.4% |
| YTD | -62.0% | +34.1% | -96.1% | -67.9% |
| 1Y | -72.2% | +22.6% | -94.9% | -75.3% |
| 3Y | -81.9% | +20.8% | -102.8% | -84.4% |
| All | -80.8% | -24.5% | -56.3% | -78.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling