-13.2%
TSN vs DOC
-22.8%
+9.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.1% | +2.3% | +4.5% |
| 7D | +8.4% | +8.7% | -0.3% | +5.8% |
| 30D | +16.1% | +7.6% | +8.5% | +13.6% |
| 3M | +3.2% | -5.3% | +8.4% | +4.6% |
| 6M | -11.1% | +27.6% | -38.7% | -17.8% |
| YTD | +5.1% | +32.4% | -27.3% | -4.5% |
| 1Y | +19.4% | +22.9% | -3.4% | +11.3% |
| 3Y | +41.6% | +43.1% | -1.5% | +22.3% |
| 5Y | -13.2% | -21.4% | +8.2% | -7.3% |
| All | -13.2% | -22.8% | +9.6% | -7.3% |
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