+44.3%
DOC vs TMF
-25.6%
+69.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.5% | +0.7% | +2.6% |
| 7D | +8.7% | +4.0% | +4.8% | +7.8% |
| 30D | +7.6% | +19.5% | -11.8% | +3.7% |
| 3M | -5.3% | -3.5% | -1.7% | -4.7% |
| 6M | +27.6% | -10.6% | +38.2% | +30.3% |
| YTD | +32.4% | -17.1% | +49.5% | +36.9% |
| 1Y | +22.9% | -24.3% | +47.1% | +29.1% |
| All | +44.3% | -25.6% | +69.9% | +40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling