-55.0%
DOCS vs TNA
-44.5%
-10.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.6% |
| 7D | -0.6% | -0.5% | -0.1% | -0.8% |
| 30D | +6.3% | -0.7% | +7.0% | +6.0% |
| 3M | +26.5% | -21.5% | +48.0% | +36.9% |
| 6M | +24.8% | -11.2% | +36.0% | +26.6% |
| YTD | -26.8% | +27.0% | -53.8% | -37.8% |
| 1Y | -38.3% | +28.0% | -66.3% | -48.1% |
| 3Y | +36.0% | +142.9% | -106.9% | -28.8% |
| 5Y | -55.0% | -42.6% | -12.4% | -57.5% |
| All | -55.0% | -44.5% | -10.5% | -57.5% |
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