+40.1%
TDY vs DOC
-21.4%
+61.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.7% | +3.8% | +4.3% |
| 7D | -6.0% | +6.5% | -12.5% | -7.8% |
| 30D | +2.4% | +9.2% | -6.8% | -0.5% |
| 3M | -10.0% | -2.5% | -7.5% | -9.5% |
| 6M | -4.0% | +7.1% | -11.0% | -6.6% |
| YTD | +21.1% | +33.0% | -11.9% | +8.6% |
| 1Y | +22.1% | +23.3% | -1.2% | +12.4% |
| 3Y | +64.0% | +44.9% | +19.1% | +37.8% |
| All | +40.1% | -21.4% | +61.5% | +59.1% |
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