+84.2%
DOCN vs TNA
-30.8%
+115.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +9.6% | -1.6% | +2.4% |
| 7D | -12.8% | +2.3% | -15.1% | -13.7% |
| 30D | -41.9% | +1.4% | -43.3% | -41.9% |
| 3M | -36.9% | -21.1% | -15.9% | -27.4% |
| 6M | -52.2% | -9.4% | -42.9% | -49.7% |
| YTD | +62.7% | +29.6% | +33.1% | +37.5% |
| 1Y | +58.2% | +34.6% | +23.6% | +29.7% |
| 3Y | +219.5% | +155.9% | +63.6% | +55.1% |
| 5Y | -32.9% | -44.2% | +11.3% | -35.1% |
| All | +84.2% | -30.8% | +115.0% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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