-37.4%
DOCS vs TPR
+257.0%
-294.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +7.1% | -11.4% | -7.2% |
| 7D | -1.3% | +13.9% | -15.2% | -6.7% |
| 30D | +19.4% | +14.9% | +4.5% | +12.3% |
| 3M | +53.4% | -15.4% | +68.8% | +61.5% |
| 6M | +28.8% | -4.5% | +33.2% | +26.9% |
| YTD | -25.1% | +6.0% | -31.1% | -31.5% |
| 1Y | -48.1% | +24.3% | -72.5% | -56.8% |
| 3Y | +51.4% | +412.8% | -361.5% | -50.3% |
| 5Y | -51.1% | +258.4% | -309.5% | -80.9% |
| All | -37.4% | +257.0% | -294.4% | -75.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling