-34.9%
DOCS vs TNA
+23.7%
-58.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.9% | +4.9% | +0.6% |
| 7D | +0.1% | +7.7% | -7.6% | -1.1% |
| 30D | +8.7% | -0.7% | +9.4% | +8.6% |
| 3M | +32.9% | -25.4% | +58.2% | +36.6% |
| 6M | +25.5% | -11.8% | +37.3% | +26.5% |
| YTD | -25.0% | +23.9% | -49.0% | -30.4% |
| 1Y | -34.9% | +25.6% | -60.4% | -40.9% |
| All | -34.9% | +23.7% | -58.6% | -40.9% |
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