+15.6%
TFC vs DOCS
-19.4%
+35.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.3% | +2.3% | -1.6% |
| 7D | +1.1% | -1.3% | +2.4% | +1.2% |
| 30D | +7.8% | +19.4% | -11.6% | +5.9% |
| 3M | -4.8% | +53.4% | -58.2% | -9.2% |
| 6M | +1.8% | +28.8% | -26.9% | -1.8% |
| YTD | +4.4% | -25.1% | +29.5% | +6.1% |
| 1Y | +18.0% | -48.1% | +66.1% | +24.4% |
| 3Y | +85.2% | +51.4% | +33.8% | +68.5% |
| 5Y | -1.4% | -51.1% | +49.7% | -5.5% |
| All | +15.6% | -19.4% | +35.0% | +9.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling