+646.6%
TRI vs DOC
+312.2%
+334.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | +1.5% | +6.2% | -4.7% | -0.2% |
| 30D | +20.4% | +6.5% | +13.9% | +18.3% |
| 3M | +20.6% | -6.2% | +26.8% | +22.8% |
| 6M | +25.5% | +25.6% | -0.1% | +16.6% |
| YTD | -7.1% | +32.1% | -39.2% | -15.0% |
| 1Y | -14.7% | +20.3% | -35.0% | -19.9% |
| 3Y | -0.8% | +42.7% | -43.5% | -12.8% |
| 5Y | +10.4% | -22.2% | +32.6% | +14.3% |
| 10Y | +256.7% | +16.5% | +240.1% | +210.1% |
| All | +646.6% | +312.2% | +334.5% | +307.2% |
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 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