+34.0%
TNA vs DOC
+21.5%
+12.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.3% | -3.6% | -3.3% |
| 7D | +7.7% | 0.0% | +7.7% | +8.0% |
| 30D | -0.7% | +6.6% | -7.3% | -8.5% |
| 3M | -25.4% | -1.1% | -24.3% | -25.0% |
| 6M | -11.8% | +4.8% | -16.7% | -18.5% |
| YTD | +23.9% | +32.1% | -8.1% | -18.8% |
| 1Y | +25.6% | +21.9% | +3.7% | -8.8% |
| 3Y | +137.1% | +51.4% | +85.7% | +35.1% |
| 5Y | -45.4% | -21.2% | -24.3% | -21.5% |
| All | +34.0% | +21.5% | +12.6% | +64.5% |
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