-1.4%
TFC vs DOC
-22.1%
+20.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | +1.1% | +6.2% | -5.2% | -2.0% |
| 30D | +7.8% | +6.5% | +1.3% | +4.3% |
| 3M | -4.8% | -6.2% | +1.5% | -1.9% |
| 6M | +1.8% | +25.6% | -23.8% | -10.9% |
| YTD | +4.4% | +32.1% | -27.7% | -12.1% |
| 1Y | +18.0% | +20.3% | -2.3% | +4.7% |
| 3Y | +85.2% | +42.7% | +42.5% | +43.8% |
| 5Y | -1.4% | -22.2% | +20.8% | +7.1% |
| All | -1.4% | -22.1% | +20.7% | +7.1% |
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