+339.5%
TTD vs DOC
+0.6%
+338.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.1% | -0.2% | +1.4% |
| 7D | +3.7% | +8.7% | -5.0% | -0.3% |
| 30D | +10.4% | +7.6% | +2.8% | +6.6% |
| 3M | -31.6% | -5.3% | -26.3% | -30.0% |
| 6M | -45.1% | +27.6% | -72.7% | -51.9% |
| YTD | -65.1% | +32.4% | -97.6% | -70.2% |
| 1Y | -72.0% | +22.9% | -94.9% | -75.2% |
| 3Y | -83.3% | +43.1% | -126.4% | -86.8% |
| 5Y | -81.7% | -21.4% | -60.4% | -80.3% |
| 10Y | +454.3% | +16.8% | +437.4% | +397.1% |
| All | +339.5% | +0.6% | +338.9% | +345.0% |
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