+80.5%
TSEM vs DOC
+21.8%
+58.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +3.1% | -11.9% | -7.8% |
| 7D | -23.1% | +8.7% | -31.8% | -21.1% |
| 30D | -40.4% | +7.6% | -48.0% | -38.8% |
| 3M | -37.9% | -5.3% | -32.6% | -37.6% |
| 6M | -30.8% | +27.6% | -58.4% | -30.1% |
| YTD | +26.7% | +32.4% | -5.7% | +28.9% |
| 1Y | +80.5% | +22.9% | +57.6% | +90.6% |
| All | +80.5% | +21.8% | +58.7% | +90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 1y: compounded portfolio wealth divided by compounded DOC 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…
1y analysis · Full analysis span regression · 6 months rolling