-16.9%
TLT vs DOC
+14.9%
-31.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.2% |
| 7D | +0.5% | +6.2% | -5.7% | +0.3% |
| 30D | +6.0% | +6.5% | -0.4% | +5.7% |
| 3M | -0.9% | -6.2% | +5.3% | -0.7% |
| 6M | -2.6% | +25.6% | -28.2% | -3.6% |
| YTD | -3.1% | +32.1% | -35.2% | -4.4% |
| 1Y | -4.4% | +20.3% | -24.7% | -5.2% |
| 3Y | +5.5% | +42.7% | -37.3% | +3.9% |
| 5Y | -34.7% | -22.2% | -12.6% | -36.0% |
| All | -16.9% | +14.9% | -31.8% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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