-81.0%
TTD vs DOCS
-36.0%
-45.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.8% | -1.6% | -3.6% |
| 7D | +6.3% | -1.4% | +7.8% | +6.8% |
| 30D | -23.9% | +21.8% | -45.7% | -31.3% |
| 3M | -31.4% | +27.3% | -58.7% | -38.9% |
| 6M | -42.7% | -0.3% | -42.3% | -45.5% |
| YTD | -62.0% | -40.5% | -21.5% | -57.5% |
| 1Y | -72.2% | -61.5% | -10.7% | -64.4% |
| 3Y | -81.9% | +8.2% | -90.1% | -86.9% |
| 5Y | -81.5% | -73.4% | -8.1% | -82.2% |
| All | -81.0% | -36.0% | -45.0% | -80.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling