-81.3%
TTD vs DOCS
-54.0%
-27.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.3% | +1.1% | -1.7% |
| 7D | -1.9% | -1.3% | -0.6% | -1.5% |
| 30D | +7.5% | +19.4% | -11.9% | +1.1% |
| 3M | -32.4% | +53.4% | -85.8% | -44.7% |
| 6M | -47.9% | +28.8% | -76.7% | -55.2% |
| YTD | -66.3% | -25.1% | -41.2% | -64.6% |
| 1Y | -73.1% | -48.1% | -25.0% | -67.6% |
| 3Y | -83.8% | +51.4% | -135.2% | -91.1% |
| 5Y | -81.3% | -51.1% | -30.2% | -81.3% |
| All | -81.3% | -54.0% | -27.3% | -81.3% |
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