+911.5%
TT vs DOC
-2.1%
+913.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.2% |
| 7D | -0.2% | -1.5% | +1.2% | +0.3% |
| 30D | -7.4% | -4.8% | -2.6% | -5.9% |
| 3M | -3.2% | +6.9% | -10.1% | -5.7% |
| 6M | +1.1% | +20.7% | -19.6% | -6.2% |
| YTD | +15.6% | +34.1% | -18.5% | +3.1% |
| 1Y | +9.2% | +22.6% | -13.5% | +0.2% |
| 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% | +921.6% |
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