+163.3%
DOC vs TMF
-68.9%
+232.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.8% |
| 7D | -1.5% | -1.4% | 0.0% | -1.5% |
| 30D | -4.8% | -2.8% | -1.9% | -4.8% |
| 3M | +6.9% | -10.9% | +17.8% | +6.7% |
| 6M | +20.7% | -21.3% | +42.1% | +20.3% |
| YTD | +34.1% | -15.9% | +50.0% | +33.8% |
| 1Y | +22.6% | -15.7% | +38.4% | +22.4% |
| 3Y | +20.8% | -43.4% | +64.2% | +19.1% |
| 5Y | -24.9% | -87.8% | +62.9% | -32.7% |
| 10Y | -1.8% | -86.7% | +84.9% | -10.9% |
| All | +163.3% | -68.9% | +232.2% | +196.6% |
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