-47.3%
DOCS vs TNA
+37.5%
-84.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.4% | +2.0% | +5.8% |
| 7D | +1.2% | +2.4% | -1.2% | +0.9% |
| 30D | +21.3% | -0.9% | +22.2% | +21.1% |
| 3M | +58.4% | -19.2% | +77.6% | +60.9% |
| 6M | +39.3% | -0.8% | +40.1% | +38.2% |
| YTD | -21.7% | +33.2% | -54.9% | -27.0% |
| 1Y | -47.3% | +38.5% | -85.8% | -52.4% |
| All | -47.3% | +37.5% | -84.8% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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