-33.9%
TLT vs DOC
-22.8%
-11.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.3% | +0.3% |
| 7D | +1.0% | +8.7% | -7.8% | -0.3% |
| 30D | +6.0% | +7.6% | -1.6% | +4.8% |
| 3M | -0.9% | -5.3% | +4.4% | -0.2% |
| 6M | -2.3% | +27.6% | -29.9% | -6.2% |
| YTD | -3.3% | +32.4% | -35.7% | -7.9% |
| 1Y | -5.6% | +22.9% | -28.5% | -9.0% |
| 3Y | +5.2% | +43.1% | -37.8% | -2.3% |
| 5Y | -33.9% | -21.4% | -12.5% | -34.9% |
| All | -33.9% | -22.8% | -11.1% | -34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling