+448.0%
TTMI vs DOC
+15.2%
+432.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +3.1% | -13.2% | -11.1% |
| 7D | -19.2% | +8.7% | -27.9% | -21.5% |
| 30D | -44.9% | +7.6% | -52.5% | -46.7% |
| 3M | -44.7% | -5.3% | -39.5% | -44.3% |
| 6M | -53.4% | +27.6% | -81.0% | -58.5% |
| YTD | +6.3% | +32.4% | -26.1% | -6.9% |
| 1Y | +10.7% | +22.9% | -12.2% | -0.4% |
| 3Y | +401.2% | +43.1% | +358.1% | +320.7% |
| 5Y | +419.0% | -21.4% | +440.3% | +433.4% |
| All | +448.0% | +15.2% | +432.8% | +399.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling