+86.2%
TFC vs DOCN
+189.9%
-103.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -1.2% |
| 7D | +1.2% | -19.2% | +20.4% | +3.2% |
| 30D | +8.3% | -43.1% | +51.4% | +14.0% |
| 3M | -5.2% | -40.7% | +35.5% | -1.3% |
| 6M | -0.8% | -55.0% | +54.2% | +5.5% |
| YTD | +3.4% | +50.6% | -47.2% | -13.1% |
| 1Y | +17.0% | +54.0% | -36.9% | -2.4% |
| 3Y | +86.2% | +203.9% | -117.7% | +24.8% |
| All | +86.2% | +189.9% | -103.8% | +24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling