-32.9%
DOCS vs TEM
+3.5%
-36.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.7% | +6.1% | +1.7% |
| 7D | +2.6% | -5.9% | +8.4% | +3.7% |
| 30D | +11.4% | +4.8% | +6.6% | +9.4% |
| 3M | +25.4% | +31.9% | -6.5% | +12.3% |
| 6M | +42.5% | +56.0% | -13.5% | +19.9% |
| YTD | -24.7% | +21.3% | -46.0% | -33.6% |
| 1Y | -32.9% | +5.4% | -38.3% | -38.1% |
| All | -32.9% | +3.5% | -36.4% | -38.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling