+0.5%
DOCS vs TLN
+581.9%
-581.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.2% | -1.1% | -3.8% |
| 7D | -1.3% | -9.4% | +8.0% | -0.1% |
| 30D | +19.4% | -15.2% | +34.6% | +21.9% |
| 3M | +53.4% | -4.1% | +57.5% | +52.7% |
| 6M | +28.8% | -17.8% | +46.6% | +30.3% |
| YTD | -25.1% | -15.6% | -9.4% | -25.6% |
| 1Y | -48.1% | -21.6% | -26.5% | -47.8% |
| 3Y | +51.4% | +497.6% | -446.2% | -22.8% |
| All | +0.5% | +581.9% | -581.4% | -52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling