+149.9%
TTD vs DOCU
+104.2%
+45.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.8% |
| 7D | +5.2% | -5.5% | +10.8% | +8.5% |
| 30D | +6.9% | +12.6% | -5.7% | +0.1% |
| 3M | -26.8% | +36.4% | -63.2% | -39.3% |
| 6M | -46.1% | +66.8% | -112.9% | -60.1% |
| YTD | -65.9% | +13.5% | -79.4% | -69.2% |
| 1Y | -71.8% | +11.3% | -83.1% | -74.4% |
| 3Y | -83.3% | +92.1% | -175.4% | -90.1% |
| 5Y | -81.1% | -71.0% | -10.2% | -72.4% |
| All | +149.9% | +104.2% | +45.7% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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