+97.7%
DOCN vs TMF
-84.8%
+182.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +2.5% | -9.6% | -7.4% |
| 7D | -20.0% | +4.0% | -24.0% | -20.4% |
| 30D | -38.8% | +19.5% | -58.2% | -40.2% |
| 3M | -34.8% | -3.5% | -31.3% | -34.7% |
| 6M | -22.8% | -10.6% | -12.2% | -21.9% |
| YTD | +74.6% | -17.1% | +91.7% | +77.6% |
| 1Y | +116.4% | -24.3% | +140.7% | +122.3% |
| 3Y | +239.3% | -27.2% | +266.6% | +241.8% |
| 5Y | -20.2% | -87.6% | +67.3% | -5.6% |
| All | +97.7% | -84.8% | +182.5% | +105.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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