-80.1%
TE vs DOC
-22.1%
-58.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.5% | -0.2% | -16.2% | -16.3% |
| 7D | -20.3% | +6.2% | -26.5% | -23.9% |
| 30D | -40.0% | +6.5% | -46.5% | -43.1% |
| 3M | -58.3% | -6.2% | -52.1% | -56.6% |
| 6M | -57.3% | +25.6% | -82.9% | -66.2% |
| YTD | -65.9% | +32.1% | -97.9% | -74.3% |
| 1Y | -44.3% | +20.3% | -64.5% | -54.4% |
| 3Y | -36.0% | +42.7% | -78.7% | -54.2% |
| 5Y | -80.1% | -22.2% | -58.0% | -77.6% |
| All | -80.1% | -22.1% | -58.1% | -77.6% |
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