+8.9%
DOCS vs TLN
+476.4%
-467.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.8% | -6.5% | -3.4% |
| 7D | -1.4% | +7.1% | -8.5% | -2.6% |
| 30D | +21.8% | -3.9% | +25.7% | +22.4% |
| 3M | +27.3% | -16.2% | +43.4% | +29.9% |
| 6M | -0.3% | -5.8% | +5.5% | -1.3% |
| YTD | -40.5% | -15.4% | -25.1% | -40.4% |
| 1Y | -61.5% | -16.7% | -44.9% | -61.4% |
| All | +8.9% | +476.4% | -467.4% | -38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling