+16.8%
DOC vs TMF
-84.6%
+101.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.5% | +0.7% | +3.0% |
| 7D | +8.7% | +4.0% | +4.8% | +8.5% |
| 30D | +7.6% | +19.5% | -11.8% | +6.4% |
| 3M | -5.3% | -3.5% | -1.7% | -5.1% |
| 6M | +27.6% | -10.6% | +38.2% | +28.4% |
| YTD | +32.4% | -17.1% | +49.5% | +33.7% |
| 1Y | +22.9% | -24.3% | +47.1% | +24.7% |
| 3Y | +43.1% | -27.2% | +70.3% | +45.0% |
| 5Y | -21.4% | -87.6% | +66.2% | -22.9% |
| 10Y | +16.8% | -84.8% | +101.6% | -0.2% |
| All | +16.8% | -84.6% | +101.4% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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