-83.0%
TTD vs DOCS
-21.0%
-61.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +3.0% | +1.5% |
| 7D | +5.2% | -0.8% | +6.0% | +5.4% |
| 30D | +6.9% | +17.4% | -10.5% | +2.0% |
| 3M | -26.8% | +57.4% | -84.2% | -39.0% |
| 6M | -46.1% | +26.5% | -72.7% | -52.4% |
| YTD | -65.9% | -26.6% | -39.4% | -64.3% |
| 1Y | -71.8% | -48.1% | -23.8% | -67.1% |
| 3Y | -83.3% | +52.6% | -135.9% | -89.3% |
| 5Y | -81.1% | -52.1% | -29.1% | -83.0% |
| All | -83.0% | -21.0% | -61.9% | -83.9% |
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