+1,127.0%
TNA vs DOC
+197.6%
+929.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.1% | +1.3% | +0.6% |
| 7D | +2.4% | +8.7% | -6.3% | -7.6% |
| 30D | -0.9% | +7.6% | -8.5% | -9.9% |
| 3M | -19.2% | -5.3% | -14.0% | -14.8% |
| 6M | -0.8% | +27.6% | -28.4% | -30.6% |
| YTD | +33.2% | +32.4% | +0.8% | -11.8% |
| 1Y | +38.5% | +22.9% | +15.7% | +0.4% |
| 3Y | +131.2% | +43.1% | +88.1% | +45.3% |
| 5Y | -40.7% | -21.4% | -19.3% | -15.0% |
| 10Y | +98.7% | +16.8% | +81.8% | +97.8% |
| All | +1,127.0% | +197.6% | +929.4% | +348.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling