-38.0%
DOCS vs TNA
-37.9%
-0.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +9.6% | -8.5% | -2.5% |
| 7D | 0.0% | +2.3% | -2.3% | -1.3% |
| 30D | +7.8% | +1.4% | +6.4% | +6.6% |
| 3M | +20.0% | -21.1% | +41.0% | +29.6% |
| 6M | +26.5% | -9.4% | +35.9% | +27.4% |
| YTD | -25.8% | +29.6% | -55.4% | -37.3% |
| 1Y | -39.5% | +34.6% | -74.1% | -50.0% |
| 3Y | +60.3% | +155.9% | -95.5% | -16.6% |
| 5Y | -57.0% | -44.2% | -12.9% | -60.6% |
| All | -38.0% | -37.9% | -0.1% | -48.1% |
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