-71.8%
TTD vs DOCN
+50.9%
-122.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.6% | +0.9% |
| 7D | +5.2% | -19.2% | +24.4% | +5.4% |
| 30D | +6.9% | -43.1% | +50.0% | +7.3% |
| 3M | -26.8% | -40.7% | +13.9% | -26.7% |
| 6M | -46.1% | -55.0% | +8.8% | -45.1% |
| YTD | -65.9% | +50.6% | -116.6% | -69.7% |
| 1Y | -71.8% | +54.0% | -125.8% | -74.9% |
| All | -71.8% | +50.9% | -122.8% | -74.9% |
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