+105.1%
DOCN vs TSN
-2.9%
+107.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.7% | +10.3% | +9.7% |
| 7D | +3.7% | -0.3% | +4.0% | +3.8% |
| 30D | -33.7% | +11.8% | -45.4% | -35.0% |
| 3M | -27.9% | +7.1% | -35.0% | -28.9% |
| 6M | -46.4% | -9.2% | -37.3% | -45.3% |
| YTD | +81.1% | +4.8% | +76.3% | +77.2% |
| 1Y | +74.3% | +11.6% | +62.7% | +67.4% |
| 3Y | +245.8% | +41.5% | +204.3% | +200.0% |
| 5Y | -23.7% | -15.5% | -8.2% | -15.7% |
| All | +105.1% | -2.9% | +107.9% | +135.7% |
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