+116.4%
DOCN vs TSN
+19.9%
+96.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +5.4% | -12.5% | -5.2% |
| 7D | -20.0% | +8.4% | -28.5% | -17.6% |
| 30D | -38.8% | +16.1% | -54.9% | -35.9% |
| 3M | -34.8% | +3.2% | -38.0% | -33.1% |
| 6M | -22.8% | -11.1% | -11.7% | -18.7% |
| YTD | +74.6% | +5.1% | +69.5% | +78.3% |
| 1Y | +116.4% | +19.4% | +97.0% | +108.8% |
| All | +116.4% | +19.9% | +96.5% | +108.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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