-34.9%
DOCS vs TSN
+10.6%
-45.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +1.0% | -0.1% |
| 7D | +0.1% | -1.4% | +1.5% | 0.0% |
| 30D | +8.7% | +10.2% | -1.5% | +9.0% |
| 3M | +32.9% | +7.2% | +25.7% | +33.1% |
| 6M | +25.5% | -10.6% | +36.1% | +23.6% |
| YTD | -25.0% | +3.7% | -28.7% | -25.6% |
| 1Y | -34.9% | +13.5% | -48.3% | -35.7% |
| All | -34.9% | +10.6% | -45.5% | -35.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling