-40.4%
TOST vs DOCS
-54.0%
+13.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.7% | +0.8% |
| 7D | +11.6% | -1.3% | +13.0% | +12.1% |
| 30D | +16.2% | +19.4% | -3.2% | +9.5% |
| 3M | +1.0% | +53.4% | -52.4% | -15.2% |
| 6M | +23.2% | +28.8% | -5.6% | +8.1% |
| YTD | -1.0% | -25.1% | +24.1% | +4.7% |
| 1Y | -9.9% | -48.1% | +38.3% | +7.8% |
| 3Y | +101.0% | +51.4% | +49.7% | +34.4% |
| 5Y | -40.4% | -51.1% | +10.7% | -40.9% |
| All | -40.4% | -54.0% | +13.6% | -40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling