-48.1%
DOCS vs TPR
+28.0%
-76.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +7.1% | -11.4% | -3.7% |
| 7D | -1.3% | +13.9% | -15.2% | -0.3% |
| 30D | +19.4% | +14.9% | +4.5% | +20.7% |
| 3M | +53.4% | -15.4% | +68.8% | +49.8% |
| 6M | +28.8% | -4.5% | +33.2% | +26.7% |
| YTD | -25.1% | +6.0% | -31.1% | -23.6% |
| 1Y | -48.1% | +24.3% | -72.5% | -46.6% |
| All | -48.1% | +28.0% | -76.1% | -46.6% |
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 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