+8.9%
DOCS vs TEM
+90.1%
-81.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +8.0% | -10.0% | -3.7% |
| 7D | -0.8% | +5.3% | -6.1% | -2.0% |
| 30D | +17.4% | +8.1% | +9.3% | +15.0% |
| 3M | +57.4% | +64.9% | -7.5% | +38.4% |
| 6M | +26.5% | +42.1% | -15.6% | +13.4% |
| YTD | -26.6% | +28.8% | -55.4% | -33.6% |
| 1Y | -48.1% | +5.5% | -53.5% | -51.2% |
| All | +8.9% | +90.1% | -81.3% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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