+804.9%
TTMI vs DOC
+20.8%
+784.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.8% | +10.7% | +9.4% |
| 7D | +5.9% | -1.5% | +7.3% | +6.3% |
| 30D | -4.3% | -4.8% | +0.5% | -3.0% |
| 3M | -32.0% | +6.9% | -38.9% | -34.6% |
| 6M | +19.5% | +20.7% | -1.3% | +9.2% |
| YTD | +82.0% | +34.1% | +47.9% | +57.8% |
| 1Y | +172.6% | +22.6% | +150.0% | +146.3% |
| All | +804.9% | +20.8% | +784.1% | +639.5% |
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