-38.8%
DOCS vs TDY
+52.1%
-90.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.6% |
| 7D | -0.6% | -2.6% | +2.1% | +0.5% |
| 30D | +6.3% | +5.3% | +1.0% | +2.9% |
| 3M | +26.5% | -6.4% | +32.9% | +30.2% |
| 6M | +24.8% | +4.0% | +20.8% | +19.5% |
| YTD | -26.8% | +26.5% | -53.3% | -40.6% |
| 1Y | -38.3% | +24.2% | -62.5% | -49.3% |
| 3Y | +36.0% | +68.8% | -32.7% | -13.7% |
| 5Y | -55.0% | +45.9% | -100.8% | -68.3% |
| All | -38.8% | +52.1% | -90.9% | -55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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