-82.6%
TTD vs DOCN
-30.4%
-52.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.6% | +1.7% | +2.7% |
| 7D | +19.9% | -12.1% | +32.0% | +25.2% |
| 30D | +27.6% | -41.0% | +68.7% | +52.5% |
| 3M | +15.2% | -38.7% | +53.9% | +31.0% |
| 6M | -33.2% | -51.5% | +18.3% | -20.2% |
| YTD | -59.4% | +65.3% | -124.6% | -75.9% |
| 1Y | -64.4% | +53.9% | -118.3% | -78.2% |
| 3Y | -75.9% | +215.6% | -291.5% | -91.6% |
| 5Y | -82.6% | -26.2% | -56.4% | -88.3% |
| All | -82.6% | -30.4% | -52.2% | -88.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling