+35.7%
TNA vs DOC
+21.6%
+14.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | +3.7% | -0.9% | +4.6% | +4.3% |
| 30D | +4.4% | +7.7% | -3.4% | +1.0% |
| 3M | -26.7% | -2.0% | -24.7% | -26.0% |
| 6M | -12.8% | +5.9% | -18.7% | -15.4% |
| YTD | +22.7% | +31.8% | -9.2% | +6.9% |
| 1Y | +35.7% | +22.5% | +13.1% | +25.0% |
| All | +35.7% | +21.6% | +14.0% | +25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling