+66.4%
DOCN vs TMF
-84.7%
+151.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +0.6% | -16.4% | -15.9% |
| 7D | -29.3% | +2.7% | -32.0% | -29.5% |
| 30D | -46.0% | +19.3% | -65.4% | -47.2% |
| 3M | -43.2% | -3.7% | -39.5% | -43.1% |
| 6M | -53.7% | -11.3% | -42.4% | -53.2% |
| YTD | +46.9% | -16.6% | +63.5% | +49.4% |
| 1Y | +54.3% | -21.1% | +75.5% | +57.9% |
| 3Y | +185.5% | -26.8% | +212.4% | +187.4% |
| 5Y | -31.1% | -88.0% | +56.9% | -17.7% |
| All | +66.4% | -84.7% | +151.0% | +72.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling