+87.1%
DOCN vs TSN
-2.2%
+89.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.5% |
| 7D | -12.1% | +5.8% | -18.0% | -12.9% |
| 30D | -41.0% | +12.8% | -53.9% | -42.2% |
| 3M | -38.7% | +6.5% | -45.2% | -39.4% |
| 6M | -51.5% | -10.3% | -41.2% | -50.3% |
| YTD | +65.3% | +5.5% | +59.7% | +61.6% |
| 1Y | +53.9% | +15.8% | +38.1% | +46.5% |
| 3Y | +215.6% | +42.5% | +173.0% | +173.5% |
| 5Y | -26.2% | -14.3% | -11.8% | -18.3% |
| All | +87.1% | -2.2% | +89.3% | +114.9% |
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