-48.1%
DOCS vs TEM
-14.3%
-33.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -6.9% | +2.6% | -2.7% |
| 7D | -1.3% | -9.5% | +8.2% | +0.8% |
| 30D | +19.4% | -2.2% | +21.5% | +19.4% |
| 3M | +53.4% | +50.8% | +2.6% | +32.5% |
| 6M | +28.8% | +30.3% | -1.5% | +13.4% |
| YTD | -25.1% | +19.3% | -44.3% | -33.5% |
| 1Y | -48.1% | -14.4% | -33.8% | -49.0% |
| All | -48.1% | -14.3% | -33.8% | -49.0% |
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 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