-80.2%
TTD vs DOCN
+102.5%
-182.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -7.2% | +10.0% | +5.6% |
| 7D | +3.7% | -20.0% | +23.7% | +12.5% |
| 30D | +10.4% | -38.8% | +49.2% | +30.6% |
| 3M | -31.6% | -34.8% | +3.2% | -23.7% |
| 6M | -45.1% | -22.8% | -22.3% | -48.7% |
| YTD | -65.1% | +74.6% | -139.8% | -79.7% |
| 1Y | -72.0% | +116.4% | -188.4% | -85.7% |
| 3Y | -83.3% | +239.3% | -322.6% | -94.3% |
| 5Y | -81.7% | -20.2% | -61.5% | -88.1% |
| All | -80.2% | +102.5% | -182.7% | -91.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling