+16.2%
TMO vs DOC
-20.0%
+36.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.1% |
| 7D | +2.8% | +4.3% | -1.5% | +1.3% |
| 30D | +9.1% | +9.2% | 0.0% | +5.5% |
| 3M | +19.9% | -0.8% | +20.7% | +20.0% |
| 6M | +54.7% | +7.1% | +47.6% | +50.1% |
| YTD | +24.3% | +34.0% | -9.7% | +9.0% |
| 1Y | +25.0% | +23.2% | +1.9% | +13.7% |
| 3Y | +61.7% | +53.6% | +8.1% | +31.7% |
| 5Y | +16.2% | -20.4% | +36.7% | +22.9% |
| All | +16.2% | -20.0% | +36.2% | +22.9% |
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