-81.3%
TTD vs DOCN
-34.6%
-46.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -15.9% | +12.7% | +2.9% |
| 7D | -1.9% | -29.3% | +27.4% | +11.1% |
| 30D | +7.5% | -46.0% | +53.5% | +32.7% |
| 3M | -32.4% | -43.2% | +10.8% | -21.1% |
| 6M | -47.9% | -53.7% | +5.8% | -37.2% |
| YTD | -66.3% | +46.9% | -113.2% | -79.4% |
| 1Y | -73.1% | +54.3% | -127.5% | -84.2% |
| 3Y | -83.8% | +185.5% | -269.3% | -94.5% |
| 5Y | -81.3% | -31.1% | -50.2% | -85.9% |
| All | -81.3% | -34.6% | -46.7% | -85.9% |
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 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