+11.2%
DOCS vs TEM
+89.7%
-78.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.4% | +0.9% |
| 7D | +0.1% | +7.8% | -7.7% | -1.7% |
| 30D | +8.7% | +11.2% | -2.6% | +5.6% |
| 3M | +32.9% | +39.0% | -6.1% | +20.7% |
| 6M | +25.5% | +61.6% | -36.1% | +9.5% |
| YTD | -25.0% | +28.5% | -53.5% | -32.3% |
| 1Y | -34.9% | +6.7% | -41.6% | -39.0% |
| All | +11.2% | +89.7% | -78.5% | -11.3% |
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