+60.3%
DOCS vs TNA
+139.4%
-79.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +9.6% | -8.5% | -1.4% |
| 7D | 0.0% | +2.3% | -2.3% | -0.8% |
| 30D | +7.8% | +1.4% | +6.4% | +7.0% |
| 3M | +20.0% | -21.1% | +41.0% | +26.6% |
| 6M | +26.5% | -9.4% | +35.9% | +27.4% |
| YTD | -25.8% | +29.6% | -55.4% | -33.9% |
| 1Y | -39.5% | +34.6% | -74.1% | -47.0% |
| 3Y | +60.3% | +155.9% | -95.5% | -2.1% |
| All | +60.3% | +139.4% | -79.0% | -2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling