-48.1%
DOCS vs TLN
-13.3%
-34.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +7.1% | -9.1% | -1.8% |
| 7D | -0.8% | -1.3% | +0.5% | -0.8% |
| 30D | +17.4% | -10.5% | +27.9% | +17.2% |
| 3M | +57.4% | +0.1% | +57.3% | +57.2% |
| 6M | +26.5% | -17.4% | +44.0% | +25.7% |
| YTD | -26.6% | -9.7% | -16.9% | -26.7% |
| 1Y | -48.1% | -12.3% | -35.8% | -47.8% |
| All | -48.1% | -13.3% | -34.8% | -47.8% |
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