+207.3%
TRI vs DOC
-2.1%
+209.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.8% | -3.6% | -5.0% |
| 7D | -0.5% | -1.5% | +1.0% | -0.1% |
| 30D | +7.9% | -4.8% | +12.6% | +9.1% |
| 3M | +24.1% | +6.9% | +17.2% | +22.1% |
| 6M | +3.8% | +20.7% | -16.9% | -1.5% |
| YTD | -16.9% | +34.1% | -51.0% | -23.3% |
| 1Y | -38.4% | +22.6% | -61.0% | -41.9% |
| 3Y | -12.2% | +20.8% | -33.0% | -18.0% |
| 5Y | -1.8% | -24.9% | +23.1% | +3.1% |
| All | +207.3% | -2.1% | +209.3% | +211.2% |
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