+370.8%
TMO vs DOC
+15.7%
+355.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.4% |
| 7D | -0.3% | +6.5% | -6.8% | -2.0% |
| 30D | +4.9% | +9.2% | -4.2% | +2.4% |
| 3M | +19.9% | -2.5% | +22.4% | +20.5% |
| 6M | +47.2% | +7.1% | +40.1% | +44.0% |
| YTD | +20.2% | +33.0% | -12.8% | +10.0% |
| 1Y | +23.2% | +23.3% | -0.1% | +15.1% |
| 3Y | +54.2% | +44.9% | +9.2% | +37.3% |
| 5Y | +14.3% | -21.6% | +35.9% | +16.8% |
| All | +370.8% | +15.7% | +355.1% | +336.7% |
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