+14.6%
TMUS vs DOCS
+50.6%
-36.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.3% | +5.2% | +0.9% |
| 7D | +9.0% | -1.3% | +10.4% | +9.0% |
| 30D | -3.2% | +19.4% | -22.6% | -3.3% |
| 3M | -6.9% | +53.4% | -60.3% | -7.1% |
| 6M | -16.4% | +28.8% | -45.2% | -16.6% |
| YTD | -19.6% | -25.1% | +5.4% | -19.3% |
| 1Y | -19.9% | -48.1% | +28.2% | -19.3% |
| All | +14.6% | +50.6% | -36.0% | +15.0% |
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