+66.4%
DOCN vs TSN
-2.5%
+68.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +0.1% | -16.0% | -15.9% |
| 7D | -29.3% | +6.9% | -36.1% | -30.0% |
| 30D | -46.0% | +15.7% | -61.7% | -47.4% |
| 3M | -43.2% | +4.3% | -47.5% | -43.7% |
| 6M | -53.7% | -10.6% | -43.1% | -52.5% |
| YTD | +46.9% | +5.2% | +41.7% | +43.7% |
| 1Y | +54.3% | +18.7% | +35.7% | +45.8% |
| 3Y | +185.5% | +41.8% | +143.8% | +147.8% |
| 5Y | -31.1% | -13.6% | -17.5% | -23.5% |
| All | +66.4% | -2.5% | +68.8% | +91.1% |
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