-52.9%
DOCS vs TDG
+125.9%
-178.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | -0.2% |
| 7D | +2.6% | +1.7% | +0.9% | +1.6% |
| 30D | +11.4% | +9.7% | +1.7% | +5.7% |
| 3M | +25.4% | -2.3% | +27.7% | +26.5% |
| 6M | +42.5% | +1.3% | +41.2% | +39.4% |
| YTD | -24.7% | -8.5% | -16.2% | -22.6% |
| 1Y | -32.9% | -8.1% | -24.8% | -31.2% |
| 3Y | +39.6% | +43.4% | -3.8% | -2.4% |
| All | -52.9% | +125.9% | -178.7% | -77.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling