+23.2%
TMO vs DOC
+20.9%
+2.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.5% |
| 7D | -0.3% | +6.5% | -6.8% | -1.2% |
| 30D | +4.9% | +9.2% | -4.2% | +3.6% |
| 3M | +19.9% | -2.5% | +22.4% | +20.5% |
| 6M | +47.2% | +7.1% | +40.1% | +45.7% |
| YTD | +20.2% | +33.0% | -12.8% | +13.1% |
| 1Y | +23.2% | +23.3% | -0.1% | +20.1% |
| All | +23.2% | +20.9% | +2.3% | +20.1% |
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