-45.7%
TOST vs DOCS
-69.9%
+24.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.8% | +1.0% |
| 7D | -3.4% | -1.4% | -2.0% | -3.0% |
| 30D | -2.4% | +21.8% | -24.3% | -11.1% |
| 3M | +34.6% | +27.3% | +7.3% | +20.9% |
| 6M | +15.2% | -0.3% | +15.5% | +10.6% |
| YTD | -4.4% | -40.5% | +36.1% | +9.3% |
| 1Y | -17.4% | -61.5% | +44.1% | +9.0% |
| 3Y | +54.5% | +8.2% | +46.3% | +19.5% |
| All | -45.7% | -69.9% | +24.2% | -41.2% |
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 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