+7,137.3%
TDY vs DOC
+760.4%
+6,376.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.1% |
| 7D | -1.8% | -1.5% | -0.3% | -1.3% |
| 30D | -10.7% | -4.8% | -5.9% | -9.2% |
| 3M | -1.3% | +6.9% | -8.2% | -4.0% |
| 6M | -10.6% | +20.7% | -31.3% | -17.7% |
| YTD | +19.6% | +34.1% | -14.6% | +5.5% |
| 1Y | +11.6% | +22.6% | -11.0% | +1.7% |
| 3Y | +45.2% | +20.8% | +24.4% | +30.1% |
| 5Y | +36.1% | -24.9% | +60.9% | +44.9% |
| 10Y | +458.8% | -1.8% | +460.7% | +409.5% |
| All | +7,137.3% | +760.4% | +6,376.9% | +2,258.1% |
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 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