-47.3%
TE vs DOC
-24.5%
-22.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +2.6% |
| 7D | -4.0% | -1.5% | -2.5% | -2.9% |
| 30D | -15.9% | -4.8% | -11.1% | -13.1% |
| 3M | -60.5% | +6.9% | -67.4% | -63.7% |
| 6M | -35.2% | +20.7% | -56.0% | -46.0% |
| YTD | -31.1% | +34.1% | -65.3% | -48.1% |
| 1Y | +148.6% | +22.6% | +126.0% | +101.4% |
| 3Y | -26.4% | +20.8% | -47.2% | -39.0% |
| All | -47.3% | -24.5% | -22.8% | -43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling