+220.2%
TRI vs DOC
+20.3%
+200.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | -1.6% | +4.3% | -6.0% | -2.7% |
| 30D | +5.0% | +9.2% | -4.1% | +2.8% |
| 3M | +4.6% | -0.8% | +5.4% | +4.7% |
| 6M | +18.3% | +7.1% | +11.2% | +16.2% |
| YTD | -14.7% | +34.0% | -48.7% | -21.4% |
| 1Y | -16.7% | +23.2% | -39.9% | -21.5% |
| 3Y | -11.3% | +53.6% | -64.9% | -22.3% |
| 5Y | -0.6% | -20.4% | +19.9% | +3.0% |
| 10Y | +220.2% | +23.4% | +196.9% | +205.1% |
| All | +220.2% | +20.3% | +200.0% | +205.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling