-5.3%
TDG vs DOC
+22.5%
-27.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +0.8% |
| 7D | +1.4% | +4.3% | -2.9% | +0.3% |
| 30D | +10.6% | +9.2% | +1.5% | +8.2% |
| 3M | +0.2% | -0.8% | +1.0% | +0.1% |
| 6M | +0.9% | +7.1% | -6.2% | -1.5% |
| YTD | -7.8% | +34.0% | -41.8% | -15.1% |
| All | -5.3% | +22.5% | -27.8% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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