-48.1%
DOCS vs TW
+22.3%
-70.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.2% | -2.0% |
| 7D | -0.8% | +4.2% | -5.0% | -1.5% |
| 30D | +17.4% | +18.9% | -1.5% | +14.0% |
| 3M | +57.4% | +23.8% | +33.6% | +52.1% |
| 6M | +26.5% | +17.0% | +9.5% | +20.9% |
| YTD | -26.6% | +19.2% | -45.8% | -28.6% |
| 1Y | -48.1% | +20.1% | -68.1% | -49.6% |
| All | -48.1% | +22.3% | -70.4% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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