+138.1%
TT vs DOCS
-21.0%
+159.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.0% | +4.4% | +2.5% |
| 7D | -2.0% | -0.8% | -1.2% | -2.0% |
| 30D | -14.0% | +17.4% | -31.4% | -15.0% |
| 3M | -15.9% | +57.4% | -73.2% | -19.0% |
| 6M | -17.3% | +26.5% | -43.9% | -19.4% |
| YTD | +4.0% | -26.6% | +30.5% | +5.7% |
| 1Y | -7.1% | -48.1% | +40.9% | -2.6% |
| 3Y | +90.2% | +52.6% | +37.6% | +76.3% |
| 5Y | +131.1% | -52.1% | +183.2% | +121.6% |
| All | +138.1% | -21.0% | +159.1% | +128.2% |
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