+165.5%
TRU vs DOC
+15.7%
+149.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.4% |
| 7D | +5.7% | +6.5% | -0.7% | +2.4% |
| 30D | +29.2% | +9.2% | +20.1% | +23.7% |
| 3M | +2.7% | -2.5% | +5.1% | +4.1% |
| 6M | +15.2% | +7.1% | +8.1% | +11.4% |
| YTD | -4.9% | +33.0% | -37.9% | -18.5% |
| 1Y | +3.4% | +23.3% | -19.8% | -7.9% |
| 3Y | +63.2% | +44.9% | +18.3% | +33.0% |
| 5Y | -26.6% | -21.6% | -5.0% | -19.9% |
| All | +165.5% | +15.7% | +149.8% | +146.2% |
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