+9.4%
TMO vs DOC
-24.5%
+33.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.1% | -0.1% |
| 7D | -1.4% | -1.5% | +0.1% | -0.8% |
| 30D | +6.2% | -4.8% | +11.0% | +8.1% |
| 3M | +27.5% | +6.9% | +20.6% | +24.2% |
| 6M | +20.0% | +20.7% | -0.8% | +10.7% |
| YTD | +6.1% | +34.1% | -28.0% | -6.6% |
| 1Y | +25.8% | +22.6% | +3.2% | +14.8% |
| 3Y | +11.2% | +20.8% | -9.6% | +1.1% |
| All | +9.4% | -24.5% | +33.9% | +13.6% |
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