+729.1%
TSEM vs DOC
+14.9%
+714.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -0.2% | -11.7% | -11.9% |
| 7D | -30.3% | +6.2% | -36.5% | -31.3% |
| 30D | -49.3% | +6.5% | -55.8% | -50.2% |
| 3M | -38.0% | -6.2% | -31.7% | -37.3% |
| 6M | -41.9% | +25.6% | -67.5% | -46.1% |
| YTD | +11.6% | +32.1% | -20.5% | +1.9% |
| 1Y | +50.5% | +20.3% | +30.2% | +40.9% |
| 3Y | +445.3% | +42.7% | +402.6% | +381.4% |
| 5Y | +272.2% | -22.2% | +294.4% | +283.0% |
| All | +729.1% | +14.9% | +714.1% | +677.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling