+11.3%
TMO vs DOC
-22.1%
+33.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.0% |
| 7D | -4.5% | +6.2% | -10.8% | -6.7% |
| 30D | +3.1% | +6.5% | -3.4% | +0.6% |
| 3M | +17.2% | -6.2% | +23.5% | +19.8% |
| 6M | +45.3% | +25.6% | +19.7% | +31.6% |
| YTD | +17.1% | +32.1% | -14.9% | +3.3% |
| 1Y | +19.7% | +20.3% | -0.6% | +9.8% |
| 3Y | +50.3% | +42.7% | +7.6% | +26.2% |
| 5Y | +11.3% | -22.2% | +33.5% | +18.4% |
| All | +11.3% | -22.1% | +33.4% | +18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling