+57.6%
TDG vs DOC
+44.2%
+13.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.5% |
| 7D | +4.4% | +6.5% | -2.1% | +3.1% |
| 30D | +9.2% | +9.2% | 0.0% | +7.3% |
| 3M | -5.2% | -2.5% | -2.7% | -4.8% |
| 6M | -2.9% | +7.1% | -10.0% | -4.5% |
| YTD | -10.0% | +33.0% | -43.0% | -15.2% |
| 1Y | -5.9% | +23.3% | -29.1% | -10.2% |
| 3Y | +57.6% | +44.9% | +12.6% | +57.8% |
| All | +57.6% | +44.2% | +13.4% | +57.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling