+55.8%
DOCS vs TSN
+43.3%
+12.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.4% | -4.3% |
| 7D | -1.3% | +6.9% | -8.2% | -1.4% |
| 30D | +19.4% | +15.7% | +3.7% | +19.5% |
| 3M | +53.4% | +4.3% | +49.1% | +53.5% |
| 6M | +28.8% | -10.6% | +39.4% | +28.3% |
| YTD | -25.1% | +5.2% | -30.3% | -25.3% |
| 1Y | -48.1% | +18.7% | -66.8% | -48.4% |
| All | +55.8% | +43.3% | +12.4% | +25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling