+75.0%
TEM vs DOC
+19.9%
+55.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.2% | -6.6% | -6.7% |
| 7D | -9.5% | +6.2% | -15.7% | -12.5% |
| 30D | -2.2% | +6.5% | -8.6% | -5.9% |
| 3M | +50.8% | -6.2% | +57.1% | +56.4% |
| 6M | +30.3% | +25.6% | +4.7% | +9.4% |
| YTD | +19.3% | +32.1% | -12.8% | -5.5% |
| 1Y | -14.4% | +20.3% | -34.7% | -25.8% |
| All | +75.0% | +19.9% | +55.0% | +46.4% |
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