+1.5%
TFC vs DOC
-22.8%
+24.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.1% | -0.2% | +1.4% |
| 7D | +5.1% | +8.7% | -3.7% | +0.7% |
| 30D | +9.8% | +7.6% | +2.2% | +5.7% |
| 3M | -2.4% | -5.3% | +2.8% | 0.0% |
| 6M | +4.9% | +27.6% | -22.7% | -9.0% |
| YTD | +6.6% | +32.4% | -25.8% | -10.4% |
| 1Y | +21.3% | +22.9% | -1.5% | +6.3% |
| 3Y | +89.0% | +43.1% | +45.9% | +46.6% |
| 5Y | +1.5% | -21.4% | +22.9% | +9.4% |
| All | +1.5% | -22.8% | +24.3% | +9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling