-80.8%
TTD vs DOCS
-73.4%
-7.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.8% | -1.6% | -3.4% |
| 7D | +6.3% | -1.4% | +7.8% | +6.9% |
| 30D | -23.9% | +21.8% | -45.7% | -32.4% |
| 3M | -31.4% | +27.3% | -58.7% | -40.0% |
| 6M | -42.7% | -0.3% | -42.3% | -46.0% |
| YTD | -62.0% | -40.5% | -21.5% | -56.8% |
| 1Y | -72.2% | -61.5% | -10.7% | -63.0% |
| 3Y | -81.9% | +8.2% | -90.1% | -88.2% |
| All | -80.8% | -73.4% | -7.4% | -78.4% |
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