+203.9%
DOCN vs TSEM
+468.0%
-264.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -25.1% |
| 3M | -40.7% | -38.9% | -1.8% | -26.0% |
| 6M | -55.0% | -36.7% | -18.3% | -47.0% |
| YTD | +50.6% | +17.0% | +33.7% | +29.5% |
| 1Y | +54.0% | +62.8% | -8.9% | +10.6% |
| 3Y | +203.9% | +471.3% | -267.4% | +8.5% |
| All | +203.9% | +468.0% | -264.1% | +8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling