+335.4%
TTMI vs DOC
-22.1%
+357.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -0.2% | -15.0% | -15.1% |
| 7D | -29.0% | +6.2% | -35.2% | -30.6% |
| 30D | -53.1% | +6.5% | -59.6% | -54.5% |
| 3M | -52.6% | -6.2% | -46.4% | -51.8% |
| 6M | -61.0% | +25.6% | -86.6% | -65.9% |
| YTD | -9.8% | +32.1% | -41.9% | -23.6% |
| 1Y | -11.2% | +20.3% | -31.5% | -21.1% |
| 3Y | +325.0% | +42.7% | +282.3% | +233.2% |
| 5Y | +335.4% | -22.2% | +357.6% | +379.1% |
| All | +335.4% | -22.1% | +357.5% | +379.1% |
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