+132.5%
TT vs DOCS
-19.4%
+151.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.3% | -0.1% | -4.1% |
| 7D | -9.0% | -1.3% | -7.6% | -8.9% |
| 30D | -17.6% | +19.4% | -37.0% | -18.7% |
| 3M | -18.7% | +53.4% | -72.1% | -21.5% |
| 6M | -17.4% | +28.8% | -46.2% | -19.6% |
| YTD | +1.5% | -25.1% | +26.6% | +3.1% |
| 1Y | -9.4% | -48.1% | +38.8% | -4.9% |
| 3Y | +85.1% | +51.4% | +33.7% | +71.7% |
| 5Y | +125.7% | -51.1% | +176.8% | +116.2% |
| All | +132.5% | -19.4% | +151.9% | +122.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling