+28.8%
DOCS vs TEM
+25.7%
+3.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -6.9% | +2.6% | -2.8% |
| 7D | -1.3% | -9.5% | +8.2% | +0.6% |
| 30D | +19.4% | -2.2% | +21.5% | +19.5% |
| 3M | +53.4% | +50.8% | +2.6% | +30.3% |
| 6M | +28.8% | +30.3% | -1.5% | +12.4% |
| All | +28.8% | +25.7% | +3.1% | +12.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling