+70.5%
DOCN vs TSEM
+379.4%
-308.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.8% | -2.3% | +0.2% |
| 7D | -19.2% | -17.5% | -1.6% | -11.3% |
| 30D | -43.1% | -44.7% | +1.6% | -24.9% |
| 3M | -40.7% | -38.9% | -1.8% | -25.9% |
| 6M | -55.0% | -36.7% | -18.3% | -47.1% |
| YTD | +50.6% | +17.0% | +33.7% | +29.1% |
| 1Y | +54.0% | +62.8% | -8.9% | +10.9% |
| 3Y | +203.9% | +471.3% | -267.4% | +14.0% |
| 5Y | -29.4% | +290.3% | -319.6% | -67.3% |
| All | +70.5% | +379.4% | -308.8% | -29.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling