-34.7%
TLT vs DOCS
-54.0%
+19.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.5% | +0.3% |
| 7D | +0.5% | -1.3% | +1.9% | +0.6% |
| 30D | +6.0% | +19.4% | -13.4% | +5.7% |
| 3M | -0.9% | +53.4% | -54.3% | -1.8% |
| 6M | -2.6% | +28.8% | -31.4% | -3.3% |
| YTD | -3.1% | -25.1% | +22.0% | -2.8% |
| 1Y | -4.4% | -48.1% | +43.8% | -3.4% |
| 3Y | +5.5% | +51.4% | -45.9% | +3.0% |
| 5Y | -34.7% | -51.1% | +16.4% | -35.5% |
| All | -34.7% | -54.0% | +19.3% | -35.5% |
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