-37.0%
DOCS vs TRI
-16.5%
-20.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.3% |
| 7D | -4.2% | -7.2% | +3.0% | -0.6% |
| 30D | +8.6% | +4.4% | +4.2% | +5.0% |
| 3M | +27.2% | +4.5% | +22.7% | +22.7% |
| 6M | +26.5% | +23.7% | +2.8% | +9.6% |
| YTD | -25.0% | -14.4% | -10.6% | -20.4% |
| 1Y | -37.0% | -17.4% | -19.6% | -30.4% |
| All | -37.0% | -16.5% | -20.5% | -30.4% |
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