-73.2%
DOCS vs TNA
-22.2%
-51.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.5% | -3.0% |
| 7D | -1.4% | -0.1% | -1.3% | -1.4% |
| 30D | +21.8% | -4.9% | +26.7% | +24.1% |
| 3M | +27.3% | +0.4% | +26.9% | +25.6% |
| 6M | -0.3% | +32.5% | -32.9% | -13.9% |
| YTD | -40.5% | +53.7% | -94.2% | -52.5% |
| 1Y | -61.5% | +65.1% | -126.7% | -70.7% |
| 3Y | +8.2% | +98.4% | -90.3% | -35.4% |
| All | -73.2% | -22.2% | -51.0% | -78.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling