-41.3%
TOST vs DOCS
-53.1%
+11.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +6.3% | -0.9% | +3.4% |
| 7D | +10.7% | +1.2% | +9.5% | +10.3% |
| 30D | +17.7% | +21.3% | -3.6% | +10.4% |
| 3M | +4.6% | +58.4% | -53.8% | -13.1% |
| 6M | +20.3% | +39.3% | -19.0% | +2.6% |
| YTD | -0.4% | -21.7% | +21.3% | +3.8% |
| 1Y | -0.8% | -47.3% | +46.6% | +18.2% |
| 3Y | +102.2% | +58.2% | +44.1% | +33.3% |
| 5Y | -41.3% | -52.3% | +11.0% | -41.1% |
| All | -41.3% | -53.1% | +11.8% | -41.1% |
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