+125.7%
TT vs DOC
-22.1%
+147.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.1% | -4.3% |
| 7D | -9.0% | +6.2% | -15.2% | -10.5% |
| 30D | -17.6% | +6.5% | -24.1% | -19.2% |
| 3M | -18.7% | -6.2% | -12.4% | -17.3% |
| 6M | -17.4% | +25.6% | -43.0% | -23.9% |
| YTD | +1.5% | +32.1% | -30.5% | -8.4% |
| 1Y | -9.4% | +20.3% | -29.7% | -15.6% |
| 3Y | +85.1% | +42.7% | +42.3% | +56.3% |
| 5Y | +125.7% | -22.2% | +147.9% | +159.8% |
| All | +125.7% | -22.1% | +147.8% | +159.8% |
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