+115.2%
DOCN vs TLN
-6.8%
+122.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.8% | -1.0% | +1.5% |
| 7D | +1.1% | +7.1% | -5.9% | -1.3% |
| 30D | -9.6% | -3.9% | -5.7% | -8.4% |
| 3M | -37.7% | -16.2% | -21.5% | -34.3% |
| 6M | +115.2% | -5.8% | +121.0% | +126.8% |
| All | +115.2% | -6.8% | +122.0% | +126.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling