+15.5%
TFC vs DOCN
+117.0%
-101.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.4% | -4.1% | -1.1% |
| 7D | +0.1% | +27.4% | -27.3% | -2.5% |
| 30D | +8.6% | -29.7% | +38.4% | +12.1% |
| 3M | -4.3% | -32.5% | +28.1% | -1.4% |
| 6M | +5.4% | -42.2% | +47.6% | +9.3% |
| YTD | +4.5% | +87.2% | -82.7% | -9.9% |
| 1Y | +14.0% | +86.2% | -72.2% | -1.7% |
| 3Y | +93.4% | +257.4% | -164.1% | +47.9% |
| 5Y | +0.5% | -27.4% | +27.9% | -21.0% |
| All | +15.5% | +117.0% | -101.5% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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