-38.3%
DOCS vs TW
+19.2%
-57.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.4% | -1.6% |
| 7D | -0.6% | +3.1% | -3.7% | -1.2% |
| 30D | +6.3% | +16.7% | -10.4% | +3.0% |
| 3M | +26.5% | +25.2% | +1.3% | +21.2% |
| 6M | +24.8% | +19.5% | +5.3% | +18.5% |
| YTD | -26.8% | +21.0% | -47.8% | -29.0% |
| 1Y | -38.3% | +19.0% | -57.3% | -40.0% |
| All | -38.3% | +19.2% | -57.5% | -40.0% |
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