+103.1%
DOCN vs TSN
-4.6%
+107.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.4% | -4.1% |
| 7D | +19.1% | -1.4% | +20.5% | +19.3% |
| 30D | -21.0% | +8.5% | -29.5% | -22.2% |
| 3M | -34.7% | +5.3% | -40.0% | -35.5% |
| 6M | -45.8% | -10.5% | -35.3% | -44.6% |
| YTD | +79.4% | +3.0% | +76.4% | +76.0% |
| 1Y | +91.0% | +12.1% | +78.9% | +82.8% |
| 3Y | +237.5% | +43.1% | +194.3% | +190.6% |
| 5Y | -30.4% | -15.1% | -15.3% | -22.3% |
| All | +103.1% | -4.6% | +107.7% | +134.0% |
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