+6,913.0%
TDY vs DOC
+747.1%
+6,165.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.2% | -6.1% | -6.3% |
| 7D | -12.7% | +6.2% | -18.9% | -14.7% |
| 30D | -4.9% | +6.5% | -11.4% | -7.3% |
| 3M | -13.5% | -6.2% | -7.2% | -11.7% |
| 6M | -6.4% | +25.6% | -31.9% | -15.2% |
| YTD | +15.9% | +32.1% | -16.2% | +2.5% |
| 1Y | +15.4% | +20.3% | -4.9% | +5.7% |
| 3Y | +55.9% | +42.7% | +13.2% | +31.0% |
| 5Y | +32.6% | -22.2% | +54.7% | +38.9% |
| 10Y | +475.4% | +16.5% | +458.8% | +390.9% |
| All | +6,913.0% | +747.1% | +6,165.9% | +2,191.5% |
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