-37.4%
DOCS vs TNA
-40.6%
+3.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.9% | +4.9% | +1.8% |
| 7D | +0.1% | +7.7% | -7.6% | -3.0% |
| 30D | +8.7% | -0.7% | +9.4% | +8.3% |
| 3M | +32.9% | -25.4% | +58.2% | +46.5% |
| 6M | +25.5% | -11.8% | +37.3% | +27.6% |
| YTD | -25.0% | +23.9% | -49.0% | -35.6% |
| 1Y | -34.9% | +25.6% | -60.4% | -44.7% |
| 3Y | +39.3% | +137.1% | -97.8% | -25.3% |
| 5Y | -54.8% | -45.4% | -9.4% | -58.2% |
| All | -37.4% | -40.6% | +3.3% | -46.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling