-72.2%
TTD vs DOCN
+254.3%
-326.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.8% | -7.2% | -4.5% |
| 7D | +6.3% | +1.1% | +5.2% | +6.3% |
| 30D | -23.9% | -9.6% | -14.3% | -23.7% |
| 3M | -31.4% | -37.7% | +6.3% | -29.2% |
| 6M | -42.7% | +115.2% | -157.9% | -49.2% |
| YTD | -62.0% | +133.7% | -195.7% | -66.8% |
| 1Y | -72.2% | +250.2% | -322.4% | -77.4% |
| All | -72.2% | +254.3% | -326.6% | -77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 1y: compounded portfolio wealth divided by compounded DOCN 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…
1y analysis · Full analysis span regression · 6 months rolling