-82.5%
TTD vs DOCS
-53.5%
-29.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.5% | +1.2% | +2.8% |
| 7D | +20.8% | -4.2% | +25.0% | +22.5% |
| 30D | +33.8% | +8.6% | +25.2% | +30.3% |
| 3M | +17.8% | +27.2% | -9.4% | +8.6% |
| 6M | -25.7% | +26.5% | -52.2% | -35.2% |
| YTD | -57.9% | -25.0% | -32.9% | -55.8% |
| 1Y | -63.8% | -37.0% | -26.9% | -59.6% |
| 3Y | -75.0% | +39.4% | -114.4% | -84.8% |
| 5Y | -82.5% | -56.7% | -25.9% | -83.6% |
| All | -82.5% | -53.5% | -29.0% | -83.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling