+39.1%
DOCS vs TDG
+47.1%
-8.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +2.0% |
| 7D | -4.2% | +2.3% | -6.5% | -4.9% |
| 30D | +8.6% | +11.2% | -2.5% | +5.0% |
| 3M | +27.2% | +0.2% | +27.0% | +27.0% |
| 6M | +26.5% | +3.9% | +22.6% | +23.8% |
| YTD | -25.0% | -6.4% | -18.6% | -23.8% |
| 1Y | -37.0% | -3.8% | -33.2% | -36.6% |
| All | +39.1% | +47.1% | -8.0% | +27.0% |
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