+42.3%
TMO vs DOCS
-21.0%
+63.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.0% | +4.7% | +2.8% |
| 7D | -0.3% | -0.8% | +0.4% | -0.3% |
| 30D | +4.9% | +17.4% | -12.5% | +3.4% |
| 3M | +19.9% | +57.4% | -37.5% | +14.5% |
| 6M | +47.2% | +26.5% | +20.6% | +42.6% |
| YTD | +20.2% | -26.6% | +46.8% | +21.7% |
| 1Y | +23.2% | -48.1% | +71.2% | +28.2% |
| 3Y | +54.2% | +52.6% | +1.5% | +40.6% |
| 5Y | +14.3% | -52.1% | +66.3% | +8.4% |
| All | +42.3% | -21.0% | +63.4% | +35.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling