-6.5%
TRI vs DOC
+44.2%
-50.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.7% | -5.4% | -4.8% |
| 7D | -4.8% | +6.5% | -11.3% | -5.9% |
| 30D | +13.4% | +9.2% | +4.2% | +11.6% |
| 3M | +13.1% | -2.5% | +15.6% | +13.4% |
| 6M | +24.4% | +7.1% | +17.4% | +23.3% |
| YTD | -11.4% | +33.0% | -44.4% | -15.5% |
| 1Y | -15.6% | +23.3% | -38.8% | -18.3% |
| 3Y | -6.5% | +44.9% | -51.4% | -7.8% |
| All | -6.5% | +44.2% | -50.6% | -7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling