-26.9%
TGT vs DOCS
-51.8%
+24.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.1% |
| 3M | +8.5% | +57.4% | -48.8% | +2.4% |
| 6M | +23.8% | +26.5% | -2.8% | +18.9% |
| YTD | +66.5% | -26.6% | +93.1% | +70.1% |
| 1Y | +84.9% | -48.1% | +132.9% | +97.0% |
| 3Y | +59.2% | +52.6% | +6.6% | +36.0% |
| All | -26.9% | -51.8% | +24.9% | -32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling