+91.0%
DOCN vs TNA
+27.1%
+63.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.0% | -3.1% | -3.5% |
| 7D | +19.1% | +3.7% | +15.4% | +16.2% |
| 30D | -21.0% | +4.4% | -25.4% | -22.5% |
| 3M | -34.7% | -26.7% | -8.1% | -22.2% |
| 6M | -45.8% | -12.8% | -32.9% | -41.3% |
| YTD | +79.4% | +22.7% | +56.7% | +65.2% |
| 1Y | +91.0% | +35.7% | +55.4% | +72.4% |
| All | +91.0% | +27.1% | +63.9% | +72.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling