+849.8%
TSEM vs DOC
+20.3%
+829.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -2.9% |
| 7D | -9.5% | +4.3% | -13.8% | -10.3% |
| 30D | -35.5% | +9.2% | -44.6% | -36.9% |
| 3M | -41.6% | -0.8% | -40.7% | -41.6% |
| 6M | -30.1% | +7.1% | -37.2% | -31.9% |
| YTD | +25.7% | +34.0% | -8.3% | +14.6% |
| 1Y | +50.5% | +23.2% | +27.3% | +40.2% |
| 3Y | +501.7% | +53.6% | +448.1% | +421.6% |
| 5Y | +310.9% | -20.4% | +331.4% | +320.8% |
| 10Y | +849.8% | +23.4% | +826.4% | +771.7% |
| All | +849.8% | +20.3% | +829.5% | +771.7% |
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