-81.0%
TE vs DOCS
-19.0%
-62.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.5% | -3.1% |
| 7D | -19.1% | +2.6% | -21.6% | -19.4% |
| 30D | -34.1% | +11.4% | -45.6% | -35.3% |
| 3M | -60.1% | +25.4% | -85.5% | -61.8% |
| 6M | -66.0% | +42.5% | -108.5% | -68.6% |
| YTD | -71.4% | -24.7% | -46.7% | -70.8% |
| 1Y | -45.3% | -32.9% | -12.3% | -43.2% |
| 3Y | +9.1% | +39.6% | -30.5% | -6.2% |
| 5Y | -82.6% | -54.6% | -28.0% | -84.3% |
| All | -81.0% | -19.0% | -62.0% | -78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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