-80.1%
TE vs DOCS
-54.0%
-26.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.5% | -4.3% | -12.2% | -15.6% |
| 7D | -20.3% | -1.3% | -18.9% | -20.0% |
| 30D | -40.0% | +19.4% | -59.4% | -42.3% |
| 3M | -58.3% | +53.4% | -111.7% | -62.6% |
| 6M | -57.3% | +28.8% | -86.1% | -60.8% |
| YTD | -65.9% | -25.1% | -40.8% | -64.8% |
| 1Y | -44.3% | -48.1% | +3.9% | -37.5% |
| 3Y | -36.0% | +51.4% | -87.3% | -52.4% |
| 5Y | -80.1% | -51.1% | -29.0% | -80.9% |
| All | -80.1% | -54.0% | -26.2% | -80.9% |
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 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