+444.9%
TSEM vs DOC
+43.2%
+401.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -0.2% | -11.7% | -12.0% |
| 7D | -30.3% | +6.2% | -36.5% | -30.5% |
| 30D | -49.3% | +6.5% | -55.8% | -49.5% |
| 3M | -38.0% | -6.2% | -31.7% | -37.4% |
| 6M | -41.9% | +25.6% | -67.5% | -44.9% |
| YTD | +11.6% | +32.1% | -20.5% | +4.4% |
| 1Y | +50.5% | +20.3% | +30.2% | +44.4% |
| All | +444.9% | +43.2% | +401.7% | +388.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling