-79.3%
TTD vs DOCS
-19.0%
-60.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +0.9% | +1.2% |
| 7D | +21.3% | +2.6% | +18.7% | +20.4% |
| 30D | +28.7% | +11.4% | +17.3% | +24.8% |
| 3M | +7.7% | +25.4% | -17.7% | +0.5% |
| 6M | -23.5% | +42.5% | -66.0% | -34.7% |
| YTD | -58.7% | -24.7% | -34.0% | -57.0% |
| 1Y | -63.4% | -32.9% | -30.5% | -60.6% |
| 3Y | -75.3% | +39.6% | -114.9% | -83.1% |
| 5Y | -84.4% | -54.6% | -29.7% | -85.9% |
| All | -79.3% | -19.0% | -60.3% | -80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 10y: compounded portfolio wealth divided by compounded DOCS 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…
10y analysis · Full analysis span regression · 6 months rolling