-48.1%
DOCS vs TPR
+42.2%
-90.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -2.1% |
| 7D | -0.8% | +14.2% | -15.0% | +0.5% |
| 30D | +17.4% | +17.1% | +0.3% | +19.3% |
| 3M | +57.4% | -17.7% | +75.1% | +52.6% |
| 6M | +26.5% | -10.2% | +36.7% | +22.8% |
| YTD | -26.6% | +4.9% | -31.5% | -23.8% |
| 1Y | -48.1% | +36.1% | -84.2% | -42.7% |
| All | -48.1% | +42.2% | -90.2% | -42.7% |
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