+54.2%
TMO vs DOCS
+47.6%
+6.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +3.7% |
| 3M | +19.9% | +57.4% | -37.5% | +15.5% |
| 6M | +47.2% | +26.5% | +20.6% | +43.5% |
| YTD | +20.2% | -26.6% | +46.8% | +20.8% |
| 1Y | +23.2% | -48.1% | +71.2% | +25.9% |
| 3Y | +54.2% | +52.6% | +1.5% | +47.6% |
| All | +54.2% | +47.6% | +6.6% | +47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling