+141.1%
TT vs DOC
-22.8%
+163.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.1% | -4.8% | -2.5% |
| 7D | -8.5% | +8.7% | -17.2% | -10.7% |
| 30D | -12.8% | +7.6% | -20.4% | -14.8% |
| 3M | -12.9% | -5.3% | -7.6% | -11.7% |
| 6M | -15.2% | +27.6% | -42.8% | -22.3% |
| YTD | +6.2% | +32.4% | -26.2% | -4.3% |
| 1Y | -4.5% | +22.9% | -27.4% | -11.7% |
| 3Y | +93.6% | +43.1% | +50.5% | +63.3% |
| 5Y | +141.1% | -21.4% | +162.5% | +177.2% |
| All | +141.1% | -22.8% | +163.9% | +177.2% |
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 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