+203.9%
DOCN vs TSN
+42.3%
+161.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.5% |
| 7D | -19.2% | +4.6% | -23.8% | -18.9% |
| 30D | -43.1% | +15.4% | -58.5% | -42.7% |
| 3M | -40.7% | +2.9% | -43.6% | -40.3% |
| 6M | -55.0% | -10.8% | -44.2% | -53.8% |
| YTD | +50.6% | +4.5% | +46.2% | +50.5% |
| 1Y | +54.0% | +19.5% | +34.4% | +50.2% |
| 3Y | +203.9% | +42.2% | +161.7% | +167.2% |
| All | +203.9% | +42.3% | +161.6% | +167.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling