+911.5%
TT vs DOC
-2.1%
+913.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.7% | +1.5% |
| 7D | 0.0% | -1.5% | +1.5% | +0.5% |
| 30D | -7.2% | -4.8% | -2.4% | -5.7% |
| 3M | -3.0% | +6.9% | -9.9% | -5.5% |
| 6M | +1.4% | +20.7% | -19.4% | -6.0% |
| YTD | +15.9% | +34.1% | -18.3% | +3.3% |
| 1Y | +9.4% | +22.6% | -13.2% | +0.5% |
| 3Y | +124.4% | +20.8% | +103.5% | +102.7% |
| 5Y | +138.0% | -24.9% | +162.9% | +155.3% |
| All | +911.5% | -2.1% | +913.5% | +921.5% |
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 2016-09-04 to 2026-09-04: 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling