-47.3%
TE vs DOCS
-73.4%
+26.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.8% | +4.1% | +1.9% |
| 7D | -4.0% | -1.4% | -2.5% | -3.7% |
| 30D | -15.9% | +21.8% | -37.7% | -20.2% |
| 3M | -60.5% | +27.3% | -87.8% | -63.1% |
| 6M | -35.2% | -0.3% | -34.9% | -36.7% |
| YTD | -31.1% | -40.5% | +9.4% | -25.2% |
| 1Y | +148.6% | -61.5% | +210.2% | +197.7% |
| 3Y | -26.4% | +8.2% | -34.6% | -39.1% |
| All | -47.3% | -73.4% | +26.1% | -42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling