+55.8%
DOCS vs TW
+39.8%
+16.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.7% | -4.4% |
| 7D | -1.3% | +7.3% | -8.6% | -3.3% |
| 30D | +19.4% | +18.6% | +0.8% | +13.9% |
| 3M | +53.4% | +24.8% | +28.6% | +44.3% |
| 6M | +28.8% | +16.1% | +12.7% | +22.9% |
| YTD | -25.1% | +19.1% | -44.1% | -29.2% |
| 1Y | -48.1% | +22.8% | -70.9% | -51.7% |
| All | +55.8% | +39.8% | +16.0% | +50.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling