+435.2%
TDY vs DOC
+20.6%
+414.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.3% |
| 7D | +4.1% | -1.4% | +5.4% | +4.6% |
| 30D | +5.7% | +7.2% | -1.5% | +2.9% |
| 3M | -4.4% | -2.5% | -1.9% | -3.9% |
| 6M | +1.2% | +5.3% | -4.1% | -1.4% |
| YTD | +26.0% | +31.2% | -5.1% | +11.7% |
| 1Y | +27.4% | +21.9% | +5.5% | +16.1% |
| 3Y | +67.5% | +53.9% | +13.6% | +35.5% |
| 5Y | +44.9% | -21.7% | +66.6% | +53.6% |
| All | +435.2% | +20.6% | +414.6% | +394.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling