+164.6%
DOCN vs TSEM
+676.1%
-511.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +7.8% | -5.0% | -0.7% |
| 7D | +1.1% | +6.9% | -5.8% | -2.1% |
| 30D | -9.6% | +5.3% | -14.9% | -12.1% |
| 3M | -37.7% | -14.9% | -22.8% | -34.7% |
| 6M | +115.2% | +80.0% | +35.2% | +53.6% |
| YTD | +133.7% | +89.4% | +44.4% | +60.7% |
| 1Y | +250.2% | +253.1% | -2.9% | +75.9% |
| 3Y | +320.3% | +642.1% | -321.8% | +39.7% |
| 5Y | +53.1% | +659.1% | -606.0% | -48.0% |
| All | +164.6% | +676.1% | -511.4% | -12.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling