+362.5%
TTMI vs DOCS
-21.0%
+383.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -2.0% | +8.9% | +7.1% |
| 7D | -19.8% | -0.8% | -19.0% | -19.8% |
| 30D | -48.1% | +17.4% | -65.5% | -48.9% |
| 3M | -51.2% | +57.4% | -108.6% | -53.5% |
| 6M | -59.6% | +26.5% | -86.2% | -61.0% |
| YTD | -3.6% | -26.6% | +23.0% | -1.6% |
| 1Y | -2.3% | -48.1% | +45.7% | +3.9% |
| 3Y | +369.4% | +52.6% | +316.7% | +334.4% |
| 5Y | +365.4% | -52.1% | +417.5% | +346.7% |
| All | +362.5% | -21.0% | +383.6% | +344.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 10y: compounded portfolio wealth divided by compounded DOCS 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…
10y analysis · Full analysis span regression · 6 months rolling