-61.5%
DOCS vs TMF
-15.2%
-46.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.1% | -2.8% |
| 7D | -1.4% | -1.4% | 0.0% | -1.3% |
| 30D | +21.8% | -2.8% | +24.7% | +21.8% |
| 3M | +27.3% | -10.9% | +38.2% | +26.9% |
| 6M | -0.3% | -21.3% | +21.0% | -1.8% |
| YTD | -40.5% | -15.9% | -24.6% | -41.2% |
| 1Y | -61.5% | -15.7% | -45.8% | -61.9% |
| All | -61.5% | -15.2% | -46.3% | -61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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