-37.4%
DOCS vs TMF
-86.6%
+49.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -4.9% | -4.4% |
| 7D | -1.3% | +2.7% | -4.1% | -1.6% |
| 30D | +19.4% | +19.3% | +0.1% | +17.3% |
| 3M | +53.4% | -3.7% | +57.1% | +53.9% |
| 6M | +28.8% | -11.3% | +40.1% | +30.0% |
| YTD | -25.1% | -16.6% | -8.5% | -24.0% |
| 1Y | -48.1% | -21.1% | -27.0% | -47.2% |
| 3Y | +51.4% | -26.8% | +78.2% | +53.5% |
| 5Y | -51.1% | -88.0% | +36.9% | -49.5% |
| All | -37.4% | -86.6% | +49.2% | -35.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling