+19.4%
TMO vs DOC
+20.8%
-1.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.3% | -2.4% |
| 7D | +3.3% | 0.0% | +3.3% | +3.3% |
| 30D | +5.5% | +6.6% | -1.1% | +4.6% |
| 3M | +16.1% | -1.1% | +17.2% | +16.5% |
| 6M | +52.6% | +4.8% | +47.7% | +51.6% |
| YTD | +21.0% | +32.1% | -11.0% | +14.1% |
| 1Y | +19.4% | +21.9% | -2.5% | +17.1% |
| All | +19.4% | +20.8% | -1.4% | +17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling