+110.2%
TDG vs DOC
-21.1%
+131.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.4% |
| 7D | +4.4% | +6.5% | -2.1% | +2.3% |
| 30D | +9.2% | +9.2% | 0.0% | +6.1% |
| 3M | -5.2% | -2.5% | -2.7% | -4.6% |
| 6M | -2.9% | +7.1% | -10.0% | -5.6% |
| YTD | -10.0% | +33.0% | -43.0% | -19.2% |
| 1Y | -5.9% | +23.3% | -29.1% | -13.3% |
| 3Y | +57.6% | +44.9% | +12.6% | +31.8% |
| All | +110.2% | -21.1% | +131.3% | +142.9% |
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