+116.4%
DOCN vs TSEM
+79.9%
+36.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -8.7% | +1.6% | -3.3% |
| 7D | -20.0% | -23.1% | +3.1% | -10.3% |
| 30D | -38.8% | -40.4% | +1.6% | -23.9% |
| 3M | -34.8% | -37.9% | +3.1% | -21.1% |
| 6M | -22.8% | -30.8% | +8.0% | -11.6% |
| YTD | +74.6% | +26.7% | +47.9% | +56.5% |
| 1Y | +116.4% | +80.5% | +36.0% | +70.5% |
| All | +116.4% | +79.9% | +36.6% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 1y: compounded portfolio wealth divided by compounded TSEM 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…
1y analysis · Full analysis span regression · 6 months rolling