-38.7%
DOCS vs TSN
-4.5%
-34.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.9% |
| 7D | -0.8% | +4.6% | -5.4% | -1.6% |
| 30D | +17.4% | +15.4% | +2.0% | +14.2% |
| 3M | +57.4% | +2.9% | +54.5% | +56.2% |
| 6M | +26.5% | -10.8% | +37.3% | +29.2% |
| YTD | -26.6% | +4.5% | -31.0% | -28.0% |
| 1Y | -48.1% | +19.5% | -67.6% | -50.9% |
| 3Y | +52.6% | +42.2% | +10.4% | +29.7% |
| 5Y | -52.1% | -14.2% | -37.9% | -47.3% |
| All | -38.7% | -4.5% | -34.2% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 10y: compounded portfolio wealth divided by compounded TSN 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…
10y analysis · Full analysis span regression · 6 months rolling