+366.4%
TTMI vs DOC
-21.4%
+387.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.7% | +6.2% | +6.7% |
| 7D | -19.8% | +6.5% | -26.3% | -21.6% |
| 30D | -48.1% | +9.2% | -57.3% | -50.2% |
| 3M | -51.2% | -2.5% | -48.7% | -51.1% |
| 6M | -59.6% | +7.1% | -66.7% | -61.6% |
| YTD | -3.6% | +33.0% | -36.6% | -18.5% |
| 1Y | -2.3% | +23.3% | -25.6% | -14.3% |
| 3Y | +369.4% | +44.9% | +324.4% | +265.4% |
| All | +366.4% | -21.4% | +387.9% | +410.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling