-0.3%
DOCS vs TRI
+4.0%
-4.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.4% | +2.7% | +0.2% |
| 7D | -1.4% | -0.5% | -0.9% | -1.2% |
| 30D | +21.8% | +7.9% | +14.0% | +17.1% |
| 3M | +27.3% | +24.1% | +3.2% | +10.9% |
| 6M | -0.3% | +3.8% | -4.2% | -14.0% |
| All | -0.3% | +4.0% | -4.4% | -14.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling