+147.6%
TTD vs DOCU
+107.7%
+39.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.0% | -1.2% | -2.1% |
| 7D | -1.9% | -3.2% | +1.3% | -0.2% |
| 30D | +7.5% | +15.7% | -8.2% | -0.8% |
| 3M | -32.4% | +37.3% | -69.7% | -44.1% |
| 6M | -47.9% | +63.1% | -111.1% | -61.0% |
| YTD | -66.3% | +15.4% | -81.6% | -69.8% |
| 1Y | -73.1% | +11.3% | -84.5% | -75.6% |
| 3Y | -83.8% | +92.1% | -175.9% | -90.4% |
| 5Y | -81.3% | -70.5% | -10.8% | -72.9% |
| All | +147.6% | +107.7% | +39.9% | +47.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling