+663.0%
TSEM vs DOC
-24.5%
+687.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.8% | +9.7% | +8.1% |
| 7D | +6.9% | -1.5% | +8.4% | +7.1% |
| 30D | +5.3% | -4.8% | +10.1% | +6.0% |
| 3M | -14.9% | +6.9% | -21.8% | -16.4% |
| 6M | +80.0% | +20.7% | +59.3% | +72.3% |
| YTD | +89.4% | +34.1% | +55.2% | +76.7% |
| 1Y | +253.1% | +22.6% | +230.4% | +235.6% |
| 3Y | +642.1% | +20.8% | +621.3% | +597.1% |
| All | +663.0% | -24.5% | +687.5% | +671.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling