+447.3%
TTMI vs DOCS
-19.3%
+466.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.5% | +6.5% | +8.8% |
| 7D | +7.2% | -4.2% | +11.4% | +7.7% |
| 30D | -28.7% | +8.6% | -37.3% | -29.2% |
| 3M | -39.8% | +27.2% | -67.0% | -41.2% |
| 6M | -51.7% | +26.5% | -78.2% | -53.3% |
| YTD | +14.1% | -25.0% | +39.0% | +16.3% |
| 1Y | +16.0% | -37.0% | +52.9% | +20.7% |
| 3Y | +452.7% | +39.4% | +413.3% | +417.2% |
| 5Y | +451.5% | -56.7% | +508.2% | +428.1% |
| All | +447.3% | -19.3% | +466.6% | +424.8% |
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