-50.9%
TNA vs DOC
-22.1%
-28.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.2% | -13.4% | -13.3% |
| 7D | -14.0% | +6.2% | -20.2% | -20.4% |
| 30D | -12.5% | +6.5% | -18.9% | -19.6% |
| 3M | -28.8% | -6.2% | -22.6% | -23.6% |
| 6M | -18.4% | +25.6% | -44.0% | -43.6% |
| YTD | +15.1% | +32.1% | -17.0% | -27.3% |
| 1Y | +14.7% | +20.3% | -5.6% | -17.0% |
| 3Y | +99.7% | +42.7% | +57.0% | +12.3% |
| 5Y | -50.9% | -22.2% | -28.7% | -15.8% |
| All | -50.9% | -22.1% | -28.8% | -15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling