+25.4%
TMO vs DOCS
-47.4%
+72.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.3% | -5.2% | +0.4% |
| 7D | +0.3% | +1.2% | -0.9% | +0.1% |
| 30D | +4.3% | +21.3% | -17.0% | +2.2% |
| 3M | +25.1% | +58.4% | -33.2% | +18.4% |
| 6M | +52.9% | +39.3% | +13.6% | +46.1% |
| YTD | +22.2% | -21.7% | +43.9% | +23.9% |
| 1Y | +25.4% | -47.3% | +72.7% | +31.2% |
| All | +25.4% | -47.4% | +72.8% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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