+25.7%
TMO vs DOCS
-36.0%
+61.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -0.5% |
| 7D | -1.4% | -1.4% | +0.1% | -1.2% |
| 30D | +6.2% | +21.8% | -15.6% | +3.9% |
| 3M | +27.5% | +27.3% | +0.2% | +24.1% |
| 6M | +20.0% | -0.3% | +20.3% | +18.8% |
| YTD | +6.1% | -40.5% | +46.6% | +9.6% |
| 1Y | +25.8% | -61.5% | +87.4% | +34.5% |
| 3Y | +11.2% | +8.2% | +3.0% | +4.9% |
| 5Y | +9.6% | -73.4% | +83.0% | +6.1% |
| All | +25.7% | -36.0% | +61.6% | +22.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling