+7,716.4%
TPR vs DOC
+625.6%
+7,090.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.9% |
| 7D | -2.3% | -1.5% | -0.8% | -1.6% |
| 30D | -23.0% | -4.8% | -18.2% | -21.3% |
| 3M | -12.5% | +6.9% | -19.4% | -15.6% |
| 6M | -21.4% | +20.7% | -42.2% | -29.3% |
| YTD | -3.5% | +34.1% | -37.7% | -17.8% |
| 1Y | +17.4% | +22.6% | -5.3% | +4.2% |
| 3Y | +291.3% | +20.8% | +270.4% | +242.4% |
| 5Y | +241.9% | -24.9% | +266.8% | +274.3% |
| 10Y | +322.7% | -1.8% | +324.5% | +296.4% |
| All | +7,716.4% | +625.6% | +7,090.9% | +3,804.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling