-12.2%
TSN vs DOC
-2.1%
-10.2%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.2% | -0.1% |
| 7D | -6.3% | -1.5% | -4.8% | -5.9% |
| 30D | -10.8% | -4.8% | -6.0% | -9.5% |
| 3M | -8.8% | +6.9% | -15.6% | -10.8% |
| 6M | -16.8% | +20.7% | -37.6% | -22.3% |
| YTD | -10.0% | +34.1% | -44.1% | -19.1% |
| 1Y | -5.3% | +22.6% | -27.9% | -12.3% |
| 3Y | +8.5% | +20.8% | -12.3% | -0.8% |
| 5Y | -22.9% | -24.9% | +1.9% | -18.4% |
| All | -12.2% | -2.1% | -10.2% | -13.0% |
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 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