+88.9%
TEM vs DOC
+20.8%
+68.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.7% | +7.3% | +7.6% |
| 7D | +5.3% | +6.5% | -1.2% | +1.7% |
| 30D | +8.1% | +9.2% | -1.1% | +2.4% |
| 3M | +64.9% | -2.5% | +67.4% | +67.2% |
| 6M | +42.1% | +7.1% | +35.1% | +35.0% |
| YTD | +28.8% | +33.0% | -4.2% | +1.6% |
| 1Y | +5.5% | +23.3% | -17.8% | -10.7% |
| All | +88.9% | +20.8% | +68.2% | +57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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