-34.8%
DOCN vs TMF
-3.0%
-31.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +2.5% | -9.6% | -6.2% |
| 7D | -20.0% | +4.0% | -24.0% | -18.8% |
| 30D | -38.8% | +19.5% | -58.2% | -37.1% |
| 3M | -34.8% | -3.5% | -31.3% | -34.7% |
| All | -34.8% | -3.0% | -31.9% | -34.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling