+8.9%
DOCS vs TDG
+49.0%
-40.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.1% | -2.9% |
| 7D | -1.4% | -2.0% | +0.6% | -0.8% |
| 30D | +21.8% | -7.4% | +29.2% | +24.5% |
| 3M | +27.3% | -5.4% | +32.7% | +28.6% |
| 6M | -0.3% | -11.6% | +11.3% | +3.1% |
| YTD | -40.5% | -12.6% | -27.9% | -38.1% |
| 1Y | -61.5% | -9.3% | -52.2% | -60.7% |
| All | +8.9% | +49.0% | -40.1% | -9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling