+13,801.0%
TDG vs DOC
+142.7%
+13,658.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | -0.5% |
| 7D | +7.1% | +8.7% | -1.7% | +3.6% |
| 30D | +11.4% | +7.6% | +3.7% | +8.1% |
| 3M | -4.6% | -5.3% | +0.7% | -2.8% |
| 6M | +5.8% | +27.6% | -21.8% | -5.0% |
| YTD | -8.5% | +32.4% | -40.9% | -19.2% |
| 1Y | -5.8% | +22.9% | -28.7% | -14.5% |
| 3Y | +61.4% | +43.1% | +18.3% | +34.0% |
| 5Y | +132.7% | -21.4% | +154.1% | +144.6% |
| 10Y | +566.0% | +16.8% | +549.2% | +491.1% |
| All | +13,801.0% | +142.7% | +13,658.3% | +8,184.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling