+406.5%
TTMI vs DOC
-20.0%
+426.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.8% |
| 7D | -11.5% | +4.3% | -15.9% | -12.8% |
| 30D | -40.3% | +9.2% | -49.5% | -42.6% |
| 3M | -44.5% | -0.8% | -43.6% | -44.7% |
| 6M | -54.1% | +7.1% | -61.2% | -56.3% |
| YTD | +4.7% | +34.0% | -29.3% | -11.6% |
| 1Y | +3.3% | +23.2% | -19.8% | -9.0% |
| 3Y | +407.2% | +53.6% | +353.6% | +282.9% |
| 5Y | +406.5% | -20.4% | +427.0% | +453.8% |
| All | +406.5% | -20.0% | +426.5% | +453.8% |
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