-53.9%
DOCS vs TDY
+42.4%
-96.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.9% | -6.4% | -6.8% |
| 7D | -7.3% | -0.9% | -6.4% | -6.8% |
| 30D | -10.9% | -12.5% | +1.6% | -4.4% |
| 3M | +20.3% | -1.2% | +21.5% | +19.7% |
| 6M | -3.6% | -6.6% | +2.9% | -1.8% |
| YTD | -44.9% | +18.5% | -63.3% | -53.4% |
| 1Y | -64.9% | +10.8% | -75.6% | -69.0% |
| 3Y | +7.6% | +47.5% | -39.9% | -24.7% |
| 5Y | -74.0% | +35.8% | -109.8% | -80.9% |
| All | -53.9% | +42.4% | -96.3% | -65.4% |
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