+164.6%
DOCN vs TMF
-84.6%
+249.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.4% | +2.8% |
| 7D | +1.1% | -1.4% | +2.6% | +1.3% |
| 30D | -9.6% | -2.8% | -6.8% | -9.4% |
| 3M | -37.7% | -10.9% | -26.8% | -36.9% |
| 6M | +115.2% | -21.3% | +136.5% | +120.7% |
| YTD | +133.7% | -15.9% | +149.6% | +137.7% |
| 1Y | +250.2% | -15.7% | +265.9% | +255.0% |
| 3Y | +320.3% | -43.4% | +363.6% | +335.2% |
| 5Y | +53.1% | -87.8% | +140.9% | +81.0% |
| All | +164.6% | -84.6% | +249.2% | +175.0% |
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