+335.4%
TTMI vs DOCS
-54.0%
+389.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -4.3% | -10.9% | -14.8% |
| 7D | -29.0% | -1.3% | -27.7% | -28.9% |
| 30D | -53.1% | +19.4% | -72.5% | -54.0% |
| 3M | -52.6% | +53.4% | -106.0% | -55.1% |
| 6M | -61.0% | +28.8% | -89.8% | -62.6% |
| YTD | -9.8% | -25.1% | +15.2% | -7.6% |
| 1Y | -11.2% | -48.1% | +37.0% | -3.9% |
| 3Y | +325.0% | +51.4% | +273.6% | +281.4% |
| 5Y | +335.4% | -51.1% | +386.5% | +312.6% |
| All | +335.4% | -54.0% | +389.4% | +312.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling