+107.3%
TOST vs DOCS
+57.4%
+50.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +6.3% | -0.9% | +4.1% |
| 7D | +10.7% | +1.2% | +9.5% | +10.4% |
| 30D | +17.7% | +21.3% | -3.6% | +13.0% |
| 3M | +4.6% | +58.4% | -53.8% | -6.8% |
| 6M | +20.3% | +39.3% | -19.0% | +9.2% |
| YTD | -0.4% | -21.7% | +21.3% | +2.6% |
| 1Y | -0.8% | -47.3% | +46.6% | +11.0% |
| All | +107.3% | +57.4% | +50.0% | +70.6% |
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