+164.6%
DOCN vs TSN
-16.6%
+181.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +2.9% |
| 7D | +1.1% | -6.3% | +7.5% | +2.2% |
| 30D | -9.6% | -10.8% | +1.2% | -7.9% |
| 3M | -37.7% | -8.8% | -28.9% | -37.1% |
| 6M | +115.2% | -16.8% | +132.0% | +120.9% |
| YTD | +133.7% | -10.0% | +143.7% | +135.0% |
| 1Y | +250.2% | -5.3% | +255.4% | +246.4% |
| 3Y | +320.3% | +8.5% | +311.8% | +288.3% |
| 5Y | +53.1% | -22.9% | +76.0% | +75.0% |
| All | +164.6% | -16.6% | +181.2% | +212.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling