-48.1%
DOCS vs TNA
+18.5%
-66.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.8% | -4.8% | -2.4% |
| 7D | -0.8% | -7.0% | +6.2% | +0.2% |
| 30D | +17.4% | -6.4% | +23.8% | +18.3% |
| 3M | +57.4% | -25.7% | +83.0% | +62.0% |
| 6M | +26.5% | -19.7% | +46.3% | +29.1% |
| YTD | -26.6% | +18.3% | -44.8% | -30.9% |
| 1Y | -48.1% | +24.6% | -72.6% | -53.3% |
| All | -48.1% | +18.5% | -66.6% | -53.3% |
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 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