+87.1%
DOCN vs TSEM
+415.2%
-328.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.1% | +4.6% | +3.0% |
| 7D | -12.1% | -9.5% | -2.7% | -7.6% |
| 30D | -41.0% | -35.5% | -5.6% | -27.5% |
| 3M | -38.7% | -41.6% | +2.9% | -21.8% |
| 6M | -51.5% | -30.1% | -21.4% | -45.7% |
| YTD | +65.3% | +25.7% | +39.6% | +36.8% |
| 1Y | +53.9% | +50.5% | +3.4% | +15.9% |
| 3Y | +215.6% | +501.7% | -286.2% | +15.5% |
| 5Y | -26.2% | +310.9% | -337.1% | -66.7% |
| All | +87.1% | +415.2% | -328.1% | -25.7% |
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