-80.8%
TTD vs DOCN
+54.1%
-134.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.8% | -7.2% | -5.5% |
| 7D | +6.3% | +1.1% | +5.2% | +5.7% |
| 30D | -23.9% | -9.6% | -14.3% | -22.1% |
| 3M | -31.4% | -37.7% | +6.3% | -21.0% |
| 6M | -42.7% | +115.2% | -157.9% | -66.8% |
| YTD | -62.0% | +133.7% | -195.7% | -79.5% |
| 1Y | -72.2% | +250.2% | -322.4% | -88.4% |
| 3Y | -81.9% | +320.3% | -402.2% | -94.2% |
| All | -80.8% | +54.1% | -134.9% | -90.2% |
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