+339.1%
TTMI vs DOC
+43.2%
+295.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -0.2% | -15.0% | -15.2% |
| 7D | -29.0% | +6.2% | -35.2% | -29.8% |
| 30D | -53.1% | +6.5% | -59.6% | -53.8% |
| 3M | -52.6% | -6.2% | -46.4% | -51.8% |
| 6M | -61.0% | +25.6% | -86.6% | -64.7% |
| YTD | -9.8% | +32.1% | -41.9% | -20.3% |
| 1Y | -11.2% | +20.3% | -31.5% | -18.3% |
| All | +339.1% | +43.2% | +295.9% | +262.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling