+96.6%
TFC vs DOCN
+324.7%
-228.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.3% |
| 7D | +2.4% | +1.1% | +1.3% | +2.2% |
| 30D | -1.3% | -9.6% | +8.3% | -0.4% |
| 3M | +6.1% | -37.7% | +43.8% | +11.6% |
| 6M | +7.3% | +115.2% | -107.9% | -11.5% |
| YTD | +8.2% | +133.7% | -125.5% | -13.4% |
| 1Y | +14.4% | +250.2% | -235.7% | -17.7% |
| All | +96.6% | +324.7% | -228.1% | +21.7% |
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