-38.8%
DOCS vs TDG
+114.3%
-153.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.7% |
| 7D | -0.6% | +1.4% | -2.0% | -1.3% |
| 30D | +6.3% | +10.6% | -4.3% | +0.7% |
| 3M | +26.5% | +0.2% | +26.3% | +25.9% |
| 6M | +24.8% | +0.9% | +23.9% | +22.6% |
| YTD | -26.8% | -7.8% | -18.9% | -25.0% |
| 1Y | -38.3% | -4.9% | -33.4% | -38.0% |
| 3Y | +36.0% | +44.5% | -8.4% | -1.6% |
| 5Y | -55.0% | +117.7% | -172.7% | -76.9% |
| All | -38.8% | +114.3% | -153.1% | -70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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