-76.0%
TE vs DOC
-15.8%
-60.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.3% |
| 7D | -12.6% | +6.5% | -19.1% | -14.6% |
| 30D | -36.7% | +9.2% | -45.9% | -38.9% |
| 3M | -57.5% | -2.5% | -55.0% | -57.2% |
| 6M | -55.2% | +7.1% | -62.3% | -56.8% |
| YTD | -64.7% | +33.0% | -97.7% | -68.9% |
| 1Y | -35.9% | +23.3% | -59.1% | -41.9% |
| 3Y | -31.8% | +44.9% | -76.7% | -39.7% |
| 5Y | -79.4% | -21.6% | -57.8% | -80.2% |
| All | -76.0% | -15.8% | -60.1% | -76.9% |
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