-80.6%
TTD vs DOCN
+74.7%
-155.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.6% | 0.0% |
| 7D | +5.2% | -19.2% | +24.4% | +13.2% |
| 30D | +6.9% | -43.1% | +50.0% | +29.3% |
| 3M | -26.8% | -40.7% | +13.9% | -16.0% |
| 6M | -46.1% | -55.0% | +8.8% | -34.1% |
| YTD | -65.9% | +50.6% | -116.6% | -79.1% |
| 1Y | -71.8% | +54.0% | -125.8% | -83.1% |
| 3Y | -83.3% | +203.9% | -287.2% | -94.2% |
| 5Y | -81.1% | -29.4% | -51.8% | -87.2% |
| All | -80.6% | +74.7% | -155.3% | -91.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling