+115.1%
TDG vs DOC
-22.1%
+137.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.0% | -2.2% |
| 7D | +1.1% | +6.2% | -5.1% | -0.9% |
| 30D | +7.8% | +6.5% | +1.3% | +5.5% |
| 3M | -5.2% | -6.2% | +1.0% | -3.4% |
| 6M | -0.2% | +25.6% | -25.8% | -8.4% |
| YTD | -10.6% | +32.1% | -42.7% | -19.5% |
| 1Y | -6.1% | +20.3% | -26.4% | -12.7% |
| 3Y | +57.7% | +42.7% | +15.0% | +32.8% |
| 5Y | +115.1% | -22.2% | +137.3% | +151.8% |
| All | +115.1% | -22.1% | +137.2% | +151.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling