-25.0%
TRU vs DOC
-22.1%
-3.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.2% | +1.1% |
| 7D | +9.8% | +6.2% | +3.6% | +5.8% |
| 30D | +30.7% | +6.5% | +24.3% | +25.9% |
| 3M | +3.8% | -6.2% | +10.1% | +8.0% |
| 6M | +21.9% | +25.6% | -3.7% | +5.0% |
| YTD | -2.8% | +32.1% | -34.9% | -19.4% |
| 1Y | +4.8% | +20.3% | -15.5% | -7.6% |
| 3Y | +67.6% | +42.7% | +24.9% | +29.9% |
| 5Y | -25.0% | -22.2% | -2.9% | -12.8% |
| All | -25.0% | -22.1% | -3.0% | -12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling