-80.8%
TTD vs DOCU
-78.0%
-2.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.7% | -8.1% | -6.4% |
| 7D | +6.3% | +6.9% | -0.6% | +2.3% |
| 30D | -23.9% | +19.0% | -42.9% | -31.9% |
| 3M | -31.4% | +34.3% | -65.7% | -42.9% |
| 6M | -42.7% | +48.0% | -90.7% | -54.8% |
| YTD | -62.0% | 0.0% | -62.0% | -63.1% |
| 1Y | -72.2% | -10.3% | -61.9% | -71.8% |
| 3Y | -81.9% | +32.4% | -114.3% | -87.2% |
| All | -80.8% | -78.0% | -2.8% | -65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling