+74.9%
DOCN vs TLN
+630.2%
-555.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.1% | -4.6% | +0.2% |
| 7D | -19.2% | -1.3% | -17.8% | -18.8% |
| 30D | -43.1% | -10.5% | -32.6% | -40.7% |
| 3M | -40.7% | +0.1% | -40.8% | -40.7% |
| 6M | -55.0% | -17.4% | -37.6% | -52.8% |
| YTD | +50.6% | -9.7% | +60.3% | +51.6% |
| 1Y | +54.0% | -12.3% | +66.2% | +55.8% |
| 3Y | +203.9% | +528.3% | -324.4% | +44.2% |
| All | +74.9% | +630.2% | -555.3% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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