-44.3%
TE vs DOC
+21.7%
-66.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.5% | -0.2% | -16.2% | -16.5% |
| 7D | -20.3% | +6.2% | -26.5% | -20.8% |
| 30D | -40.0% | +6.5% | -46.5% | -40.5% |
| 3M | -58.3% | -6.2% | -52.1% | -58.0% |
| 6M | -57.3% | +25.6% | -82.9% | -60.1% |
| YTD | -65.9% | +32.1% | -97.9% | -67.3% |
| 1Y | -44.3% | +20.3% | -64.5% | -41.4% |
| All | -44.3% | +21.7% | -66.0% | -41.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling