+17.0%
TMUS vs DOCS
-21.0%
+38.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +0.9% |
| 7D | +3.6% | -0.8% | +4.3% | +3.6% |
| 30D | -3.4% | +17.4% | -20.8% | -3.8% |
| 3M | -9.5% | +57.4% | -66.8% | -10.8% |
| 6M | -15.2% | +26.5% | -41.7% | -16.0% |
| YTD | -18.9% | -26.6% | +7.7% | -18.4% |
| 1Y | -17.7% | -48.1% | +30.4% | -16.3% |
| 3Y | +15.6% | +52.6% | -37.0% | +11.0% |
| 5Y | +38.9% | -52.1% | +91.0% | +36.5% |
| All | +17.0% | -21.0% | +38.1% | +16.4% |
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