+62.8%
TSEM vs DOC
+20.9%
+41.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.7% | +4.2% | +5.1% |
| 7D | -17.5% | +6.5% | -24.0% | -15.7% |
| 30D | -44.7% | +9.2% | -53.8% | -42.9% |
| 3M | -38.9% | -2.5% | -36.4% | -38.3% |
| 6M | -36.7% | +7.1% | -43.7% | -35.8% |
| YTD | +17.0% | +33.0% | -16.0% | +21.9% |
| 1Y | +62.8% | +23.3% | +39.6% | +73.0% |
| All | +62.8% | +20.9% | +41.9% | +73.0% |
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