+107.1%
TNA vs DOC
+43.2%
+63.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.2% | -13.4% | -13.4% |
| 7D | -14.0% | +6.2% | -20.2% | -19.2% |
| 30D | -12.5% | +6.5% | -18.9% | -18.2% |
| 3M | -28.8% | -6.2% | -22.6% | -24.3% |
| 6M | -18.4% | +25.6% | -44.0% | -39.5% |
| YTD | +15.1% | +32.1% | -17.0% | -21.4% |
| 1Y | +14.7% | +20.3% | -5.6% | -11.2% |
| All | +107.1% | +43.2% | +63.9% | +25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling