-20.8%
TGT vs DOCS
-73.4%
+52.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.0% | +0.6% |
| 7D | +0.8% | -1.4% | +2.2% | +0.9% |
| 30D | +12.2% | +21.8% | -9.6% | +9.2% |
| 3M | +33.8% | +27.3% | +6.5% | +29.4% |
| 6M | +39.3% | -0.3% | +39.6% | +37.5% |
| YTD | +72.9% | -40.5% | +113.4% | +80.6% |
| 1Y | +84.6% | -61.5% | +146.1% | +103.0% |
| 3Y | +46.2% | +8.2% | +38.1% | +32.2% |
| All | -20.8% | -73.4% | +52.6% | -23.8% |
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