+101.7%
DOCU vs TSN
+6.9%
+94.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +3.9% | +3.3% |
| 7D | -0.4% | -0.3% | -0.2% | -0.4% |
| 30D | +12.9% | +11.8% | +1.2% | +11.5% |
| 3M | +35.1% | +7.1% | +28.0% | +33.9% |
| 6M | +76.2% | -9.2% | +85.3% | +77.7% |
| YTD | +17.2% | +4.8% | +12.4% | +16.0% |
| 1Y | +16.4% | +11.6% | +4.8% | +14.3% |
| 3Y | +95.6% | +41.5% | +54.0% | +84.5% |
| 5Y | -68.5% | -15.5% | -53.0% | -68.4% |
| All | +101.7% | +6.9% | +94.9% | +96.3% |
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