-38.0%
DOCS vs TDG
+113.1%
-151.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.2% |
| 7D | 0.0% | +0.4% | -0.4% | -0.2% |
| 30D | +7.8% | +10.0% | -2.2% | +2.4% |
| 3M | +20.0% | -0.5% | +20.5% | +19.9% |
| 6M | +26.5% | +0.3% | +26.2% | +24.6% |
| YTD | -25.8% | -8.3% | -17.4% | -23.8% |
| 1Y | -39.5% | -5.1% | -34.3% | -39.1% |
| 3Y | +60.3% | +46.5% | +13.8% | +14.9% |
| 5Y | -57.0% | +114.1% | -171.1% | -77.9% |
| All | -38.0% | +113.1% | -151.1% | -70.2% |
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