+19.6%
TFC vs DOCN
+171.0%
-151.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.2% |
| 7D | +2.4% | +1.1% | +1.3% | +2.3% |
| 30D | -1.3% | -9.6% | +8.3% | -0.5% |
| 3M | +6.1% | -37.7% | +43.8% | +10.8% |
| 6M | +7.3% | +115.2% | -107.9% | -6.8% |
| YTD | +8.2% | +133.7% | -125.5% | -7.9% |
| 1Y | +14.4% | +250.2% | -235.7% | -8.9% |
| 3Y | +93.7% | +320.3% | -226.6% | +46.7% |
| 5Y | +16.4% | +53.1% | -36.7% | -9.3% |
| All | +19.6% | +171.0% | -151.4% | -3.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling