+66.4%
DOCN vs TSEM
+357.2%
-290.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -12.0% | -3.9% | -10.2% |
| 7D | -29.3% | -30.3% | +1.0% | -16.0% |
| 30D | -46.0% | -49.3% | +3.3% | -25.9% |
| 3M | -43.2% | -38.0% | -5.2% | -29.6% |
| 6M | -53.7% | -41.9% | -11.8% | -43.4% |
| YTD | +46.9% | +11.6% | +35.4% | +28.8% |
| 1Y | +54.3% | +50.5% | +3.9% | +15.4% |
| 3Y | +185.5% | +445.3% | -259.8% | +9.6% |
| 5Y | -31.1% | +272.2% | -303.3% | -67.4% |
| All | +66.4% | +357.2% | -290.9% | -30.1% |
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 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