-5.6%
TLT vs DOCS
-47.4%
+41.8%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.3% | -5.5% | +0.7% |
| 7D | +1.0% | +1.2% | -0.3% | +0.9% |
| 30D | +6.0% | +21.3% | -15.3% | +5.7% |
| 3M | -0.9% | +58.4% | -59.3% | -1.5% |
| 6M | -2.3% | +39.3% | -41.6% | -2.7% |
| YTD | -3.3% | -21.7% | +18.4% | -3.0% |
| 1Y | -5.6% | -47.3% | +41.7% | -4.6% |
| All | -5.6% | -47.4% | +41.8% | -4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling