+19.3%
TPR vs DOC
+21.8%
-2.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.1% | +0.4% | +2.7% |
| 7D | +12.6% | +8.7% | +3.9% | +10.2% |
| 30D | +7.1% | +7.6% | -0.5% | +5.0% |
| 3M | -19.4% | -5.3% | -14.1% | -18.3% |
| 6M | -9.7% | +27.6% | -37.3% | -16.7% |
| YTD | -1.0% | +32.4% | -33.4% | -9.7% |
| 1Y | +19.3% | +22.9% | -3.6% | +13.5% |
| All | +19.3% | +21.8% | -2.5% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 1y: compounded portfolio wealth divided by compounded DOC 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…
1y analysis · Full analysis span regression · 6 months rolling