-76.8%
TE vs DOC
-16.4%
-60.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.5% | -0.2% | -16.2% | -16.4% |
| 7D | -20.3% | +6.2% | -26.5% | -22.1% |
| 30D | -40.0% | +6.5% | -46.5% | -41.5% |
| 3M | -58.3% | -6.2% | -52.1% | -57.4% |
| 6M | -57.3% | +25.6% | -82.9% | -61.6% |
| YTD | -65.9% | +32.1% | -97.9% | -69.9% |
| 1Y | -44.3% | +20.3% | -64.5% | -49.0% |
| 3Y | -36.0% | +42.7% | -78.7% | -43.2% |
| 5Y | -80.1% | -22.2% | -58.0% | -80.8% |
| All | -76.8% | -16.4% | -60.4% | -77.7% |
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