-47.3%
DOCS vs TRI
-22.4%
-24.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +6.4% | 0.0% | +3.0% |
| 7D | +1.2% | +1.0% | +0.2% | +0.2% |
| 30D | +21.3% | +20.8% | +0.6% | +8.8% |
| 3M | +58.4% | +8.1% | +50.3% | +49.6% |
| 6M | +39.3% | +24.2% | +15.1% | +19.7% |
| YTD | -21.7% | -7.8% | -13.9% | -18.8% |
| 1Y | -47.3% | -16.7% | -30.7% | -37.8% |
| All | -47.3% | -22.4% | -24.9% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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