+62.8%
DOCS vs TMF
-25.6%
+88.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.5% | +3.9% | +6.0% |
| 7D | +1.2% | +4.0% | -2.7% | +0.7% |
| 30D | +21.3% | +19.5% | +1.9% | +18.3% |
| 3M | +58.4% | -3.5% | +61.9% | +58.9% |
| 6M | +39.3% | -10.6% | +49.9% | +40.8% |
| YTD | -21.7% | -17.1% | -4.6% | -20.4% |
| 1Y | -47.3% | -24.3% | -23.1% | -45.8% |
| All | +62.8% | -25.6% | +88.4% | +61.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling