-48.1%
DOCS vs TLN
-20.5%
-27.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.2% | -1.1% | -4.4% |
| 7D | -1.3% | -9.4% | +8.0% | -1.6% |
| 30D | +19.4% | -15.2% | +34.6% | +18.9% |
| 3M | +53.4% | -4.1% | +57.5% | +53.0% |
| 6M | +28.8% | -17.8% | +46.6% | +27.5% |
| YTD | -25.1% | -15.6% | -9.4% | -25.4% |
| 1Y | -48.1% | -21.6% | -26.5% | -48.3% |
| All | -48.1% | -20.5% | -27.7% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling