+165.4%
TT vs DOCS
-36.0%
+201.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.6% | +1.0% |
| 7D | 0.0% | -1.4% | +1.4% | +0.1% |
| 30D | -7.2% | +21.8% | -29.0% | -8.8% |
| 3M | -3.0% | +27.3% | -30.3% | -5.1% |
| 6M | +1.4% | -0.3% | +1.7% | +0.5% |
| YTD | +15.9% | -40.5% | +56.4% | +19.8% |
| 1Y | +9.4% | -61.5% | +71.0% | +17.5% |
| 3Y | +124.4% | +8.2% | +116.2% | +113.7% |
| 5Y | +138.0% | -73.4% | +211.4% | +131.9% |
| All | +165.4% | -36.0% | +201.4% | +158.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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