-23.6%
DOC vs TW
+23.1%
-46.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -1.9% |
| 7D | -1.5% | -2.3% | +0.8% | -1.1% |
| 30D | -4.8% | +3.9% | -8.7% | -5.4% |
| 3M | +6.9% | +5.7% | +1.2% | +5.6% |
| 6M | +20.7% | -14.5% | +35.3% | +24.0% |
| YTD | +34.1% | -0.9% | +35.0% | +33.2% |
| 1Y | +22.6% | -13.5% | +36.1% | +25.4% |
| 3Y | +20.8% | +25.0% | -4.2% | +10.0% |
| All | -23.6% | +23.1% | -46.8% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 5y: compounded portfolio wealth divided by compounded TW 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…
5y analysis · Full analysis span regression · 6 months rolling