+47.8%
TMO vs DOCS
-20.2%
+68.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.1% | +2.8% | +3.8% |
| 7D | +5.7% | 0.0% | +5.7% | +5.7% |
| 30D | +9.7% | +7.8% | +1.9% | +8.9% |
| 3M | +21.6% | +20.0% | +1.6% | +19.4% |
| 6M | +55.5% | +26.5% | +28.9% | +50.7% |
| YTD | +24.9% | -25.8% | +50.6% | +26.3% |
| 1Y | +26.5% | -39.5% | +66.0% | +30.1% |
| 3Y | +64.0% | +60.3% | +3.7% | +48.9% |
| 5Y | +18.3% | -57.0% | +75.4% | +12.3% |
| All | +47.8% | -20.2% | +68.0% | +40.9% |
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