-18.9%
TGT vs DOCS
-20.2%
+1.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.1% | +3.6% | +4.6% |
| 7D | +4.7% | 0.0% | +4.7% | +4.8% |
| 30D | +8.0% | +7.8% | +0.2% | +7.2% |
| 3M | +11.7% | +20.0% | -8.3% | +9.5% |
| 6M | +34.7% | +26.5% | +8.2% | +30.2% |
| YTD | +74.4% | -25.8% | +100.2% | +77.2% |
| 1Y | +89.2% | -39.5% | +128.6% | +96.3% |
| 3Y | +73.4% | +60.3% | +13.1% | +53.4% |
| 5Y | -24.0% | -57.0% | +33.0% | -29.1% |
| All | -18.9% | -20.2% | +1.3% | -23.0% |
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