-50.3%
DOCS vs TRGP
+609.3%
-659.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.5% |
| 7D | -1.4% | +0.8% | -2.2% | -1.6% |
| 30D | +21.8% | +11.5% | +10.3% | +17.5% |
| 3M | +27.3% | +9.0% | +18.3% | +22.9% |
| 6M | -0.3% | +20.5% | -20.8% | -7.8% |
| YTD | -40.5% | +59.5% | -100.0% | -50.6% |
| 1Y | -61.5% | +77.9% | -139.5% | -69.6% |
| 3Y | +8.2% | +253.6% | -245.4% | -34.2% |
| 5Y | -73.4% | +615.5% | -688.9% | -86.9% |
| All | -50.3% | +609.3% | -659.6% | -76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 all: compounded portfolio wealth divided by compounded TRGP 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…
all analysis · Full analysis span regression · 6 months rolling