+808.8%
TTMI vs DOCS
-73.4%
+882.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.8% | +11.6% | +9.1% |
| 7D | +5.9% | -1.4% | +7.3% | +6.0% |
| 30D | -4.3% | +21.8% | -26.1% | -6.9% |
| 3M | -32.0% | +27.3% | -59.3% | -34.4% |
| 6M | +19.5% | -0.3% | +19.8% | +17.8% |
| YTD | +82.0% | -40.5% | +122.5% | +90.8% |
| 1Y | +172.6% | -61.5% | +234.2% | +203.7% |
| 3Y | +744.7% | +8.2% | +736.5% | +695.5% |
| All | +808.8% | -73.4% | +882.2% | +786.8% |
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 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