-13.6%
TSN vs DOC
-22.1%
+8.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.4% | +0.2% |
| 7D | +6.9% | +6.2% | +0.6% | +5.0% |
| 30D | +15.7% | +6.5% | +9.2% | +13.5% |
| 3M | +4.3% | -6.2% | +10.5% | +6.1% |
| 6M | -10.6% | +25.6% | -36.2% | -16.9% |
| YTD | +5.2% | +32.1% | -26.9% | -4.3% |
| 1Y | +18.7% | +20.3% | -1.6% | +11.4% |
| 3Y | +41.8% | +42.7% | -1.0% | +22.5% |
| 5Y | -13.6% | -22.2% | +8.6% | -7.2% |
| All | -13.6% | -22.1% | +8.5% | -7.2% |
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