-37.1%
DOCS vs TNA
-41.3%
+4.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.5% | +0.8% |
| 7D | +2.6% | +3.7% | -1.2% | +0.9% |
| 30D | +11.4% | +4.4% | +7.0% | +9.0% |
| 3M | +25.4% | -26.7% | +52.0% | +39.2% |
| 6M | +42.5% | -12.8% | +55.4% | +45.6% |
| YTD | -24.7% | +22.7% | -47.4% | -35.1% |
| 1Y | -32.9% | +35.7% | -68.6% | -44.8% |
| 3Y | +39.6% | +134.6% | -95.0% | -24.9% |
| 5Y | -54.6% | -46.0% | -8.6% | -57.9% |
| All | -37.1% | -41.3% | +4.2% | -46.3% |
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