-72.2%
TE vs DOC
-16.2%
-56.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.1% | -6.7% | -4.6% |
| 7D | +3.8% | +8.7% | -4.9% | +0.7% |
| 30D | -26.2% | +7.6% | -33.9% | -28.4% |
| 3M | -49.7% | -5.3% | -44.5% | -48.9% |
| 6M | -46.5% | +27.6% | -74.1% | -52.1% |
| YTD | -59.1% | +32.4% | -91.5% | -64.0% |
| 1Y | -25.8% | +22.9% | -48.7% | -32.6% |
| 3Y | -23.3% | +43.1% | -66.4% | -32.0% |
| 5Y | -76.9% | -21.4% | -55.5% | -77.7% |
| All | -72.2% | -16.2% | -56.0% | -73.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling