+103.1%
DOCN vs TSEM
+412.7%
-309.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -6.9% | +2.8% | -0.9% |
| 7D | +19.1% | +7.0% | +12.1% | +15.4% |
| 30D | -21.0% | -29.8% | +8.8% | -6.6% |
| 3M | -34.7% | -41.9% | +7.2% | -16.6% |
| 6M | -45.8% | -45.8% | 0.0% | -30.8% |
| YTD | +79.4% | +25.1% | +54.3% | +49.0% |
| 1Y | +91.0% | +48.2% | +42.8% | +45.3% |
| 3Y | +237.5% | +476.5% | -239.0% | +26.1% |
| 5Y | -30.4% | +301.4% | -331.9% | -68.2% |
| All | +103.1% | +412.7% | -309.6% | -19.1% |
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