+53.3%
TNA vs DOC
+20.3%
+33.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.0% | -0.8% |
| 7D | -0.5% | +4.3% | -4.8% | -5.3% |
| 30D | -0.7% | +9.2% | -9.9% | -11.3% |
| 3M | -21.5% | -0.8% | -20.6% | -21.4% |
| 6M | -11.2% | +7.1% | -18.3% | -20.2% |
| YTD | +27.0% | +34.0% | -7.0% | -18.3% |
| 1Y | +28.0% | +23.2% | +4.8% | -8.4% |
| 3Y | +142.9% | +53.6% | +89.3% | +36.0% |
| 5Y | -42.6% | -20.4% | -22.1% | -18.4% |
| 10Y | +53.3% | +23.4% | +29.9% | +77.8% |
| All | +53.3% | +20.3% | +33.0% | +77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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