+144.2%
TRU vs DOC
-2.1%
+146.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.8% | -4.1% | -5.0% |
| 7D | -6.8% | -1.5% | -5.3% | -6.0% |
| 30D | 0.0% | -4.8% | +4.8% | +2.5% |
| 3M | +13.3% | +6.9% | +6.4% | +9.6% |
| 6M | +3.4% | +20.7% | -17.3% | -6.8% |
| YTD | -6.4% | +34.1% | -40.5% | -20.2% |
| 1Y | -9.7% | +22.6% | -32.3% | -19.5% |
| 3Y | +0.1% | +20.8% | -20.7% | -10.9% |
| 5Y | -34.0% | -24.9% | -9.2% | -26.9% |
| All | +144.2% | -2.1% | +146.3% | +140.2% |
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