-77.2%
TE vs DOCS
-20.2%
-57.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.1% |
| 7D | -10.5% | 0.0% | -10.5% | -10.5% |
| 30D | -32.4% | +7.8% | -40.2% | -33.2% |
| 3M | -60.9% | +20.0% | -80.8% | -62.2% |
| 6M | -62.8% | +26.5% | -89.3% | -65.0% |
| YTD | -65.7% | -25.8% | -40.0% | -64.9% |
| 1Y | -39.9% | -39.5% | -0.4% | -36.5% |
| 3Y | +10.6% | +60.3% | -49.7% | -9.1% |
| 5Y | -79.7% | -57.0% | -22.6% | -81.7% |
| All | -77.2% | -20.2% | -57.1% | -73.9% |
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