+19.8%
TFC vs DOCS
-36.0%
+55.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.8% | +0.3% |
| 7D | +2.4% | -1.4% | +3.8% | +2.6% |
| 30D | -1.3% | +21.8% | -23.1% | -3.7% |
| 3M | +6.1% | +27.3% | -21.2% | +2.9% |
| 6M | +7.3% | -0.3% | +7.7% | +6.1% |
| YTD | +8.2% | -40.5% | +48.7% | +12.5% |
| 1Y | +14.4% | -61.5% | +76.0% | +24.4% |
| 3Y | +93.7% | +8.2% | +85.5% | +82.5% |
| 5Y | +16.4% | -73.4% | +89.8% | +15.2% |
| All | +19.8% | -36.0% | +55.7% | +16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling