-35.9%
TE vs DOCS
-49.1%
+13.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.0% | +5.5% | +3.5% |
| 7D | -12.6% | -0.8% | -11.8% | -12.5% |
| 30D | -36.7% | +17.4% | -54.1% | -36.6% |
| 3M | -57.5% | +57.4% | -114.8% | -57.5% |
| 6M | -55.2% | +26.5% | -81.8% | -55.5% |
| YTD | -64.7% | -26.6% | -38.1% | -70.2% |
| 1Y | -35.9% | -48.1% | +12.2% | -49.9% |
| All | -35.9% | -49.1% | +13.3% | -49.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling