+159.9%
DOC vs TMF
-69.3%
+229.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.5% | +0.7% | +3.1% |
| 7D | +8.7% | +4.0% | +4.8% | +8.8% |
| 30D | +7.6% | +19.5% | -11.8% | +7.9% |
| 3M | -5.3% | -3.5% | -1.7% | -5.3% |
| 6M | +27.6% | -10.6% | +38.2% | +27.4% |
| YTD | +32.4% | -17.1% | +49.5% | +32.0% |
| 1Y | +22.9% | -24.3% | +47.1% | +22.3% |
| 3Y | +43.1% | -27.2% | +70.3% | +42.9% |
| 5Y | -21.4% | -87.6% | +66.2% | -29.5% |
| 10Y | +16.8% | -84.8% | +101.6% | +7.8% |
| All | +159.9% | -69.3% | +229.2% | +192.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling