-61.5%
DOCS vs TPR
+18.6%
-80.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -1.4% | -2.3% | +0.9% | -1.6% |
| 30D | +21.8% | -23.0% | +44.8% | +20.0% |
| 3M | +27.3% | -12.5% | +39.8% | +25.7% |
| 6M | -0.3% | -21.4% | +21.1% | -2.7% |
| YTD | -40.5% | -3.5% | -37.0% | -41.1% |
| 1Y | -61.5% | +17.4% | -78.9% | -61.6% |
| All | -61.5% | +18.6% | -80.2% | -61.6% |
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