-47.3%
DOCS vs TPR
+20.9%
-68.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.5% | +2.8% | +6.6% |
| 7D | +1.2% | +12.6% | -11.4% | +2.2% |
| 30D | +21.3% | +7.1% | +14.2% | +21.9% |
| 3M | +58.4% | -19.4% | +77.7% | +53.8% |
| 6M | +39.3% | -9.7% | +49.0% | +36.5% |
| YTD | -21.7% | -1.0% | -20.7% | -20.6% |
| 1Y | -47.3% | +19.3% | -66.6% | -45.8% |
| All | -47.3% | +20.9% | -68.2% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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