-22.6%
TGT vs DOCS
-21.0%
-1.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.5% |
| 7D | +2.6% | -0.8% | +3.4% | +2.7% |
| 30D | +5.0% | +17.4% | -12.4% | +3.4% |
| 3M | +8.5% | +57.4% | -48.8% | +3.3% |
| 6M | +23.8% | +26.5% | -2.8% | +19.6% |
| YTD | +66.5% | -26.6% | +93.1% | +69.4% |
| 1Y | +84.9% | -48.1% | +132.9% | +94.7% |
| 3Y | +59.2% | +52.6% | +6.6% | +41.7% |
| 5Y | -27.2% | -52.1% | +24.9% | -32.1% |
| All | -22.6% | -21.0% | -1.5% | -26.4% |
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