+70.5%
DOCN vs TSN
-3.2%
+73.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.6% |
| 7D | -19.2% | +4.6% | -23.8% | -19.7% |
| 30D | -43.1% | +15.4% | -58.5% | -44.5% |
| 3M | -40.7% | +2.9% | -43.6% | -41.1% |
| 6M | -55.0% | -10.8% | -44.2% | -53.8% |
| YTD | +50.6% | +4.5% | +46.2% | +47.5% |
| 1Y | +54.0% | +19.5% | +34.4% | +45.1% |
| 3Y | +203.9% | +42.2% | +161.7% | +163.1% |
| 5Y | -29.4% | -14.2% | -15.2% | -21.5% |
| All | +70.5% | -3.2% | +73.7% | +96.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling