+54.2%
TMO vs DOC
+44.2%
+10.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.4% |
| 7D | -0.3% | +6.5% | -6.8% | -2.3% |
| 30D | +4.9% | +9.2% | -4.2% | +1.9% |
| 3M | +19.9% | -2.5% | +22.4% | +20.7% |
| 6M | +47.2% | +7.1% | +40.1% | +43.3% |
| YTD | +20.2% | +33.0% | -12.8% | +7.2% |
| 1Y | +23.2% | +23.3% | -0.1% | +13.3% |
| 3Y | +54.2% | +44.9% | +9.2% | +35.2% |
| All | +54.2% | +44.2% | +10.0% | +35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling